Description: 2021 Life Meeting - Session 6D: The Importance of Joint Credit-Market Risk Modeling 8.31.21 Recording

Description: 2011 SOA Enterprise Risk Management Symposium, Chicago. This is an abstract of the referenced article.

Description: The presenters describe the process payers and employers can use to evaluate emerging medical device technologies, recent or pending FDA submissions for prescription drugs and experimental treatments that impact patient care, resource utilization and health care expenditures. Learn the process of identifying and selecting impactful treatments (Horizon Scanning) and quantifying the financial cost of new technologies before they arrive in the market. These workflows can be leveraged by actuaries, healthcare economists, clinicians and pharmacists from a payer (Commercial and Medicare) and employer perspective for self-funded plans. Walk through sample models that illustrate how costs for emerging technologies and treatments can be modeled.

Description: This paper builds a model that quantifies the natural hedging benefits of a portfolio of both variable annuities and equity indexed annuities. The model is based on risk-neutral option pricing theory and risk-adjusted performance measure, RAPM. Through a double-tier simulation framework, an optimum product mixture of those two contracts is achieved that provides the best RAPM and therefore deploys capital the most efficiently. From 2006 Enterprise Risk Management Symposium, M-AS06-1.

Description: This article summarizes the results of the eleventh annual survey of emerging risks.

Description: The Committee on Finance Research makes available a research report exploring the mechanics and implementation of economic capital programs for life insurance companies. Discussion items include common methods for calculating economic capital advantages and disadvantages of each method.

Description: The Committee on Finance Research makes available a research report exploring the mechanics and implementation of economic capital programs for life insurance companies. Discussion items include common methods for calculating economic capital advantages and disadvantages of each method.

Description: Optimization of the liabilities to minimize the required capital, enhance the enterprise risk management and maximizing the shareholder value.

Description: Insurance company issues that do not necessarily arise in banks are identified and utilized to develop insurer ERM modeling approaches that start from the work done for banks but respond to insurance-specific matters. From 2006 Enterprise Risk Management Symposium, M-AS06-1.

Description: Risk management techniques do not include system science. System science requires that the uncertainty of the world is incorporated into the results. The articles explains the difference between risk and uncertainty. Learn how risk practices create an overoptimistic view of future outcomes.