Description: The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report covering the extent to which investment sectors have been contagiously affected by major disasters.

Description: View The Impact of Disaster Events on Investments – Contagion Channels Perspective.

Description: The method described in this paper is to allocate surplus to each category of business and reserves in proportion to its estimated effect on an insurer's surplus variation. Risk load for each category of business is then selected so that the return on allocated surplus for each category is equal to the overall return on surplus. From Actuarial Research Clearing House 1993, VOL. 3.

Description: This paper addresses a study of surplus with the following goals in mind: 1. Determine surplus available for financing additional business, including new ventures. 2. Facilitate measurement of financial performance by line of business consistent with reasonable corporate goals. 3. Provide a mechanism for evaluating alternative strategies based on their estimated marginal effect on the company's ability to meet the above corporate goal. From Actuarial Research Clearing House ARCH 1988, Vol. 3

Description: The paper discussed the reasons for a stock company's mutualization detail the mutualization process itself consider actuarial, legal, and other problems that arise and review a recent case history.

Description: Appendix 3 titled RESULTS OF MULTINOMIAL LOGISTIC REGRESSION FOR CATEGORICAL OUTCOMES in SET#2, from the research report entitled 'Exploration of Reputational Risk from the Perspective of a Variety of Stakeholders.'

Description: This report describes and demonstrates a method to understand reputational risk that an insurance company can apply to the unique circumstances of the insurance firm. This method applies a policy-capturing survey with scenario analysis to generate insight into reputational risk from the perspective of a variety of stakeholders. Also included is instruction for spreadsheet-based query and reporting to facilitate the use of the information in the risk management function.

Description: The COVID-19 pandemic infection has greatly affected the economy, resulting in volatile market conditions. Because market conditions greatly impact the value of insurance company’s assets and liabilities, the fourth survey in this series focused on best practices around asset and liability management (ALM). The survey was directed at actuaries, investment managers and risk managers directly involved in assessing the impact of recent events on ALM. Responses to the survey were collected between April 22-28, 2020. Thirty-two companies responded to the survey.

Description: Appendix 2 from the research report entitled 'Exploration of Reputational Risk from the Perspective of a Variety of Stakeholders.'

Description: The COVID-19 pandemic infection has greatly affected the economy, resulting in volatile market conditions. Because market conditions greatly impact the value of insurance company’s assets and liabilities, the fourth survey in this series focused on best practices around asset and liability management (ALM). The survey was directed at actuaries, investment managers and risk managers directly involved in assessing the impact of recent events on ALM. Responses to the survey were collected between April 22-28, 2020. Thirty-two companies responded to the survey.