Edition
  • {{result}}

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.

2022

  • Survey of Emerging Risks in China and Greater Asia
    June
    In March 2022, the Society of Actuaries (SOA) Research Institute surveyed actuarial and risk management professionals in China and Greater Asia for their opinions on emerging risks in the local market. The results are presented in this inaugural China and Greater Asia survey report which provides a comparison with findings from the North American emerging risks survey, now in its 15th year.
  •  
  • Pension Risk Transfer in Canada and the U.S.
    April
    This report was prepared to provide an overview of pension risk transfer for use in the educational curriculum of the Society of Actuaries. It presents general principles and highlights major differences between Canada and the U.S. from a life insurer’s perspective. The focus is on group annuities, which are the most common solution for pension risk transfer.
  •  
  • 15th Emerging Risks Key Finding
    January
    This report summarizes the key findings from the 15th Annual Survey of Emerging Risks.

2021

  • Modeling the Variety of Decision Making
    August
    The Joint Risk Management Research Committee is pleased to present new research that enhances existing actuarial modeling practice. This report discusses management decision making practices and the need for actuaries to build the appropriate level of variability for management actions in stochastic models to achieve a more realistic range of future experience among the stochastic scenarios.
  •  
  • 14th Annual Survey of Emerging Risks
    August
    Read the findings from the 14th Annual Survey of Emerging Risks.
  •  
  • Resurrecting the White Swan Mindset
    August
    This monograph walks the reader through the hindsight, insight and foresight building process while discussing theoretical and practical issues supporting the building of valid forecasts with provenance for each of these schema examples.
  •  
  • Early Detection of Insurer Insolvency
    July
    This study aims to develop a market-based insolvency prediction model to detect financially distressed insurers at an early stage.
  •  
  • Managing Investment Risks of Insurance Contractual Designs
    May
    The Society of Actuaries’ Committee on Finance Research and Joint Risk Management Section Research Committee are pleased to make available a research report developing a framework for quantifying and analyzing various forms of contractual designs.

2020

  • Society of Actuaries Research Brief: Impact of COVID-19, June 12, 2020
    June 
    This Society of Actuaries Research Brief has been constructed to highlight some of the key features of the COVID-19 epidemic and contemplate the risks for the actuarial profession to consider in their work.
  •  
  • Future Long-Term Care in Canada
    May
    The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section and the Joint Risk Management Research Committee are pleased to make available a new report demonstrating how ERM can be used for informing decision makers on the future of long-term care in Canada.
  •  
  • Macroeconomics-Based Economic Scenario Generation
    April

    The Society of Actuaries Financial Reporting Section and the Joint Risk Management Research Committee are pleased to make available new research introducing actuaries and others to dynamic stochastic general equilibrium (DSGE) models, a type of macroeconomic model.  

  •  
  • Negative Interest Rates
    March 
    View the new study examining negative interest rates and the insurance industry.
  •  
  • Systemic Risk in China’s Insurance Industry
    March 
    This report looks at identifying drivers of systemic risk in China’s insurance industry and develops a measurement method for systemic risk as well as systemic risk dependence between the insurance industry and other industries.
  •  
  • 13th Annual Survey Of Emerging Risks 
    March 
    The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is pleased to make available the full report from 13th annual emerging risk survey.
  •  
  • Policyholder Behavior in the Tail Joint Risk Management Section Working Group Variable Annuity Guaranteed Benefits 2019 Survey Results
    March
    As part of its work, the PBITT working group issued its annual survey to gather the range of assumptions actuaries use in pricing, reserving, and risk management of minimum guarantees on Variable Annuity products, such as death benefits, income benefits, withdrawal benefits and maturity benefits.
  •  

2019

2018

  • Actuarial Review of Insurer Insolvencies, Future Preventions
    January
    Sponsored by the Canadian Institute of Actuaries (CIA), Casualty Actuarial Society (CAS), and Society of Actuaries (SOA), this study looks at causes of insolvency and decisions made by management, regulators, and policyholders over the life cycle of the insolvency. This study is intended to educate insurance professionals on historical insurer impairments and insolvencies and possible future prevention indicators.

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.
  •  
  • 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.
  •  
  • 2017 Enterprise Risk Management Symposium
    April
  •  
  • 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.
  •  
  • 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.
  •  
  • Reviewing Systemic Risk in the Insurance Industry
    February

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

Related Links