Description: This report presents the major findings from the 13th annual emerging risk survey.

Description: A research project with the Society of Actuaries on interest rate hedging on traditional life and health insurance.

Description: This report looks at identifying drivers of systemic risk to 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.

Description: Scenario generators used in financial models to quantify risk are sometimes described as being as either “real-world” or “risk-neutral”. The difference is in the treatment of the market price of risk. This report explores the relationship between real-world and risk-neutral scenarios and when it is appropriate to use each type.

Description: This is the full report summarizing the results of the 2017 Emerging Risks Survey, the eleventh in the series.

Description: This research report summarizes methodologies used for yield curve extrapolation to value liability cash flows that extend beyond the maximum observavble portion of the yield curve.

Description: This report examines the subprime mortgage crisis and related financial consequences from the perspective of the insurance company.

Description: This paper provides a background about the beverage industry in Nigeria.It then identifies the risks faced by this industry, describes the current risk management process, and makes recommendations for changes.

Description: Sponsored by the Society of Actuaries Research Expanding Boundaries Pool, this report examines an encompassing method to allocating economic capital in insurance conglomerates. Authored by Edward Furman, Yisub Kye, and Jianxi Su, the plan put forth unifies the centralized top-down and the detail-oriented bottom-up approaches

Description: Results of the PBITT Working Group annual Variable Annuity Survey.