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