Papers, Presentations, Research & Resources

Essays

In partnership with the Casualty Actuarial Society (CAS) and the Canadian Institute of Actuaries (CIA), the SOA is pleased to share a collection of essays written on the current financial crisis, lessons learned and future implications.

• SOA Library
• Books on ERM
• Library Fact Sheet
• ERM Speciality Guide
• Economic Capital Specialty Guide
• 2006 Enterprise Risk Management Symposium

• Presentations
• Handouts

• Resources
• AEGON Risk Management—Tom Grondin
• A Framework for Incorporating Diversification in the Solvency Assessment of Insurers
• A Framework for Operational Risk–James Lam
• Bibliography of Published Materials on the Topic of Enterprise Risk Management
• Business Risk Measures
• Discussion on Using ExtremeValue Theory to Model Operational Risk
• Duration
• Embedded Value
• Enterprise Risk Management–Integrated Framework
• ERM Speciality Guide Draft–August 30, 2005
• Exposure Limitation
• Net Amount at Risk
• Risk Based Capital
• Risk Definitions
• Sample Calculations, Extreme Value Theory
• SOA ERM Mini–Seminar—James Lam
• SOA ERM Mini–Seminar–Operational Risk Management
• SOA Response to the COSO Framework
• Some Context Surprising Events that Have Happened
• Surprising Events that May Happen
• Ten Predictions for Risk Management–James Lam
• The Greeks