Description: This is presentations slides summarizing the many concepts presented in the research paper. “When Black Swans Aren’t: Holistically Training Management to Better Recognize, Assess, and Respond to Extreme Events”, by Guntram Fritz Albin Werther and Thomas Herget.

Description: The academy generator is widely applied in actuarial practice. Initially confined to regulatory reserving, companies are increasingly using the AAA/SOA generator over an ever widening range of applications testing the limits of the academy generator's intended function. The session will give a brief overview of the academy generator and the asset classes it can be used to model. It will also analyze the statistical properties of the academy scenarios and discuss the scenarios relative to standard validation criterion. Some of the challenges that actuaries face in using this framework will be reviewed and options for addressing these challenges will be offered.

Description: This article reviews the sixth survey of Emerging Risks, sponsored by the Joint Risk Management Section and completed in fall 2012.

Description: The article provides an update on the 2019 ERM Symposium with regard to date, location and content (General Sessions and Concurrent Sessions).

Description: This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process of bounded variation.

Description: Presented at September 1994 Valuation Actuary Symposium. Discusses analyzing and projecting financial risk in group health plans.

Description: Methodology for identifying principles based economic capital.

Description: The article provides a high-level, non-technical, introduction to artificial neural networks (ANNs) and deep learning with an application to risk management. The method relies on typical ANN components such as nodes, activation functions, and optimization through gradient descent.

Description: The mismatch between how interest rate impacts the value of assets and liabilities could have material negative impact to companies’ earnings and surplus. To quantify and mitigate the impact of such mismatches, companies have used matching a combination of duration and convexity. I will review these measurement techniques and their limitations.

Description: This abstract describes a paper that deals with linear pricing rules and risk measures and introduces two kinds of compatibility between prices and risks.