Description: Research report describing the results of an Emerging Risks Survey conducted in 2013. The report includes comparisons to the five previous surveys as well as a survey sent to INARM members in April 2008.

Description: This paper will show how the NAIC formula and others can be allocated by line of business by the use of partial derivatives of RBC.

Description: Research report describing the results of an Emerging Risks Survey conducted in 2015. The report includes comparisons to the previous surveys.

Description: Discusses a method for division of workload in a consulting firm in a way which will minimize cost.

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 case study is intended to educate insurance professionals on historical insurer impairments and insolvencies and possible future prevention indicators.

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: The impetus for this paper is a concern that a unification of pricing, valuation, and management-basis financials may be essential to ensure the viability of life insurance companies in the variable economic environment of the foreseeable future, which will have serious effects on interest-sensitive products. The paper offers hypotheses on which any unification should be based. The proposed unification is structured on an equity capital management approach and on a variation of the level-return-on-equity accounting method. Discussions of this paper are included.

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.