Description: The Committee on Finance Research is pleased to make available a research report summarizing the results of a survey exploring market risk practices at insurance companies.

Description: Presents a way to study C-1 risk 'default risk' for fixed-income assets in the context of asset/liability management. This approach utilizes cash flow projections and Monte Carlo sampling.

Description: Case Study is used to see how effectively an approach based on combining products can reduce C-3 'interest rate' risk.

Description: This is a letter from F.G. Reynolds, University of Waterloo, to Mr. C. Smith, Cologne Life Reinsurance Co. As an assignment the author had the students in his Risk Theory class extend the method of Trobliger to three levels of risk. Both the data of Trobliger and the data of Thyrion, which can be found on pages 27 and 16 of Seal's Stochastic Theory of a Risk Business, were fitted.

Description: This paper presents a straightforward method of building a consistent framework for C-1 risk reserve calculation. Sample levels of required surplus are derived for fixed income and equity investments. From Transactions of Society of Actuaries 1986, Vol. 38.

Description: This survey of emerging risks attempts to track the risk manager population‘s thoughts about emerging risks across time. The top 4 emerging risks from this third iteration of the survey are: 1. US current account deficit/fall in US dollar. 2. Blow up in asset prices/excessive indebtedness. 3. Oil price shock/energy supply interruptions. 4. Chinese economic hard landing.

Description: In this paper a C-1 bond risk analysis is used as an example in a presentation of a generalized approach to solvency risk quantification. From Actuarial Research Clearing House 1993, VOL. 3.

Description: Research report describing the results of an Emerging Risks Survey conducted in November 2008. Emerging risks can be thought of from two perspectives: completely new risks that have never been seen before, and risks that are evolving in unexpected ways.

Description: This paper discusses the binominal financial and insurance models. In addition, the paper expands the discussion to the martingale probabilities measures for insurances, annuities, endowment insurances, and equity-linked products.

Description: This survey of emerging risks attempts to track the risk manager population‘s thoughts about emerging risks across time. The top 4 emerging risks from this third iteration of the survey are: 1. US current account deficit/fall in US dollar. 2. Blow up in asset prices/excessive indebtedness. 3. Oil price shock/energy supply interruptions. 4. Chinese economic hard landing.