Description: This paper incorporates a jump-diffusion process into the original Lee-Carter model, and uses it to forecast mortality rates and analyze mortality securitization.

Description: This research report that provides a literature survey of methodologies applying machine learning to insurance claim modeling.

Description: The Survey of Emerging Risk has been successfully conducted in North America for 16 years, consistently providing reports that track risk managers' opinions on emerging topics transcending the current business cycle, with strategic plans extending over decades. Since 2022, the survey has been specifically introduced to the Asia-Pacific markets with local language support, aiming to gauge actuarial and risk management professionals' opinions on emerging risks in the Asian market.

Description: Research projects in pension - Pension Risk Management: Derivatives, Fiduciary Duty and Process.

Description: The goal of this paper is to study how a full-range tail dependence copula would be useful in assessing tail risks in a regression setting.

Description: This paper explores areas where fuzzy logic models may be applied to improve risk assessment and risk decision-making. It discusses the methodology, framework and process of using fuzzy logic systems for risk management. With the help of practical examples, it is hoped that it will encourage wise application of fuzzy logic models to risk modeling.

Description: The Society of Actuaries announces the release of a new report that will provide a resource for the insurance industry to learn about image recognition technology. Authored by Kailan Shang, the report explores the current status of image recognition technology, models for image recognition, and various possible applications of image recognition to insurance.

Description: This research report models the impact on the U.S. insurance market resulting from a post-Brexit economy in the UK.

Description: This paper discusses a theoretical framework for Enterprise Risk Management, risk dynamics within property-casualty insurance companies, empirical findings on widely used risk models, and examples of effective risk models.

Description: This is report summarizes the results of a Joint Risk Management Section sponsored study on negative interest rates and the insurance industry.