Description: List of recent publications that may be of interest to readers of Risk Management newsletter.

Description: The editors provide highlights of the articles included in the August 2015 issue of Risk Management.

Description: Presented at May 2002 Spring Meeting. Discusses the status of the second phase of the AAA C-3 Risk project. This project is leading to an updated NAIC filing requirement and is a step toward fair value. The specific focus is on equity risk and bond funds in the distribution tails. Products covered include variable life and annuities.

Description: Key points of the conceptual framework of China’s new solvency system, the “China Risk Oriented Solvency System” (C-ROSS).

Description: This paper provides a novel approach to the valuation of the market value of economic surplus that is stable and immune from “market noise”.

Description: An insurance product’s return on required equity demonstrates how successfully its results are covering the company’s basic capital. Using some simplified assumptions, it is possible to calculate this return ratio and decompose it without a full projection of liabilities.

Description: The Global Risks Report 2016 draws attention to ways that global risks could evolve and interact in the next decade.

Description: Discussion of how non actuaries are taking on many of the enterprise risk management roles of insurance companies. Discusses changes actuaries need to make to re-assert their roles. Also discusses roles actuaries can play in enterprise risk management outside of the insurance and pension industries

Description: This article provides an overview of the evolution and rationale for Own Risk Solvency Assessment (ORSA), as well as practical implications for insurers as they begin to design an ORSA process.

Description: This paper demonstrates the use of Quantile Regression in the development and understanding of conditional value at risk (VaR) models for enterprise risk management.