Description: 2011 Enterprise Risk Management Symposium, Chicago. This presentation discusses how real world Grey Swan scenarios are excellent choices for stress and resiliency testing. In addition, an example is provided of a set of Grey Swan scenarios which correspond to the RBC C-3, Phase II.

Description: 2011 Enterprise Risk Management Symposium, Chicago. This is the abstract of the entitled paper.

Description: Using the copula package in the R computing language for ERM modeling.

Description: Author demonstrates how to link statistical sub-models with copula dependency models using the R copula package

Description: In this article the author compares ERM issues, strategies and scenarios to the process of driving to work on a four-lane highway.

Description: In this article, the author describes how to get data into and out of R.

Description: This paper examines a differential equation model, whose solutions have yield curve shapes. The paper also examines the relevance of the model with historical monthly U. S. Treasury nominal rates. From the Actuarial Research Clearing House 1992 Vol. 1 .

Description: In this article, the author compares risk identification to the computer game, FreeCell.

Description: From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000 A discussion of how stochastic modeling techniques can be used to efficiently and effectively consider a wide variety of scenarios and outcomes and how these tools can be used to optimize portfolio performance?

Description: These are the slides that go with the paper 'Mortality Modeling using Projection Pursuit Regression.' In that paper, the authors develop sixteen separate mortality models based on the current SOA mortality data being used for the preferred life study. The models are constructed using projection pursuit regression. The sixteen models arise from all combinations of sex, smoker status, select and ultimate status, and per life vs. per dollar mortality rates. In general the models confirm the following four facts: 1 Mortality rates increase as attained age increases. 2 Mortality rates increase as duration increases. 3 Mortality rates decrease as Face Amount Bands increase. 4. Mortality rates decrease if preferred underwriting is present.