Announcement: SOA releases June 2019 Exam STAM passing candidate numbers and congratulates the new FSAs for August 2019.

Risk Management Research Reports

If you’re looking for research projects and reports on risk management topics, you’ve come to the right place. The SOA offers research, authored by an individual or a team of authors, for download in just a few clicks. Most reports are in PDF format.

 

2019

  • 2019 ERM Monograph
    August
    In a collaborative effort, the Joint Risk Management Section, the Canadian Institute of Actuaries (CIA), the Casualty Actuarial Society (CAS), the Society of Actuaries (SOA), and The Actuarial Foundation are pleased to present papers from the 2019 ERM Symposium Call for Papers.
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  • Copula Models of Economic Capital for Life Insurance Companies
    June 
    This report examines the use of a copula approach to build a predictive model to estimate the amount of economic capital a life insurance company needs to protect itself against an adverse movement in interest rates, mortality, and other risk drivers.
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  • 12th Annual Survey Of Emerging Risks 
    April 
    The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is pleased to make available the key findings from the 2018 Emerging Risks Survey, the twelfth in the series.
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  • Policyholder Behavior in the Tail Risk Management Section Working Group Variable Annuity Guaranteed Benefits 2018 Survey Results
    January
    The Joint Risk Management Section is trying to develop better estimates of policyholder behavior in the tail (PBITT). The mission of the PBITT working group is to examine and ultimately give guidance to actuaries on how to set policyholder assumptions in extreme scenarios.
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  • Machine-Learning Methods for Insurance Applications-A Survey
    January
    The Society of Actuaries is pleased to make available a research report that provides a literature survey of methodologies applying machine learning to insurance claim modeling.

2018

2017

  • 10th Survey Of Emerging Risks
    October
    The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is pleased to make available a research report describing the results of the 2016 Emerging Risks Survey, the tenth in the series.
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  • 2017 Universal Life with Secondary Guarantees Survey Summary
    July
    As part of its work, the PBITT working group issued a survey that gathered the range of assumptions actuaries use in pricing, reserving, and risk management of UL with Secondary Guarantees. This report summarizes the findings of the survey.
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  • 2017 Enterprise Risk Management Symposium
    April
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  • Parameter Uncertainty
    April
    Sponsored by the Casualty Actuarial Society (CAS), Canadian Institute of Actuaries (CIA), and the Society of Actuaries' (SOA) Joint Risk Management Section and the Joint Risk Management Research Committee, this study examines and describes parameter uncertainty.
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  • Mitigating Extreme Risks through Securitization
    March
    Sponsored by the Society of Actuaries Research Expanding Boundaries Pool, this research report introduces readers to Insurance-linked securities (ILSs) emphasizing catastrophe bonds (CAT) and industry loss warranties (ILWs). The report also discusses the pricing of ILSs and issues in utilizing them as hedging tools.
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  • Reviewing Systemic Risk in the Insurance Industry
    February

2016

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2005