This presentation from The Modeling of Financial Market Risks for Financial Institutions Seminar is a case study of the PartnerRe's risk model incorporating the B&H economic scenario generator, ESG.

This dissertation by Tia Sawhney will help you understand this issue and start measuring it, or start promoting equitable public policy.

In summary, the goal of this report is to foster better industry-wide education, training and practice that decreases the future range and scope of what leading risk management professionals will henceforth label as being unpredictable as events now commonly thought to be so.

A presentation at the Actuarial Research Conference in August 2006 in Montreal. This paper discusses the Basel VaR Value at Risk test of a bank's VaR model. It proposes an alternative, Quality Control of Risk Measures QCRM Hypothesis test. The alternative is more likely to reject an incorrect VaR model.

This working paper discusses the risks of investing in stocks in public pension funds.

Product Development Symposium June 26, 2007 Includes a discussion of: 1. Equity Index Annuities 2. Market Risk Dimensions for equity indexed annuities and variable annuities with guaranteed benefits 3. Cultivating Product Diversity to reduce aggregate risk 4. Hedging 5. Going Naked

Slides from a presentation at the ALM Seminar in Singapore held on September 6–7, 2007 Discussion of how the various GMxBs in variable annuity contracts work. Growth of variable annuity sales from 1990 to 2005. Risks these products cause for insurance companies in times of falling equity prices. Discussion of the use of reinsurance and derivatives for hedging the risks.

Slides from a presentation at the Society of Actuaries Insurance Seminar on Economic Capital, held on December 6–7, 2007 in Chicago, IL. This document contains the slides from one of the presenter's slides from a 2 presenter session with the same title. This presenter discusses an approach for more efficiently running stochastic models supporting economic capital needs, including the development of a 'Risk dash board' technique which would: 1. Be accessible to management, not just actuaries 2. Consider the key risks 3. Be timely and up to date 4. Be accurate 5. Not introduce significant overhead expense. ?? It is accurate ?? …and does not introduce significant overheads

Slides from a session at the Investment Symposium held on March 22–23, 2010 in New York, NY. Discussion of the tools and applications for derivative hedging.

This paper expands upon current capital analysis by introducing a practical approach that considers the objectives of all stakeholders of an insurance company in setting appropriate capital targets. In addition, the paper introduces a technique for estimating capital adequacy that is based on mapping stochastic distributions of regulatory and rating agency capital measures to observable financial rating transition matrices.