Description: Read the August 2016 issue of Risk Management published by the Joint Risk Management Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

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

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.

Description: This article discusses the current state of the IAIS' initiative on their group Insurance Capital Standard.

Description: European insurance regulation pretends to capture and rely on the 1-year 1-in-200 VaR. But there cannot exist any scientific calibration of such measure. Why?

Description: This paper demonstrates that extreme value theory (EVT) can be used as a tool to model policyholder behavior in the extreme tail. This paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It illustrates a process whereby a company can fully model policyholder behavior, including the extreme tail, with existing data. No judgment about the extremal behavior is necessary.

Description: This article holistically places ratemaking into its proper risk context and connects the diverse operations that have impact on ratemaking as well.

Description: Read the March 2017 issue of Risk Management published by the Joint Risk Management Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

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