Description: This panel discussion session focused on the practical applications of risk theory.

Description: Findings from EY Insurance Risk Management Team's 2016 (annual) Insurance Chief Risk Officer Survey.

Description: In this paper, we propose measures of the risk that the value of the liabilities becomes larger than the value of the assets, and this especially for insurance companies. We study probabilities of mismatching and a degree of mismatching in unsegmented and multidimensional models of the balance, in which we stress the influence of interest rates on the active and passive side of the balance.

Description: The Risk Management Task Force polled the Risks & Rewards readers and asked the following questions related to Monte Carlo models: 1 How many scenarios do you run? 2 How did you determine the number? and 3 What confidence interval does your result have? The results are summarized in this article.

Description: Recently completed research projects from the Society of Actuaries.

Description: 2011 Enterprise Risk Management Symposium, Chicago. This study investigates whether simulation-based models can be used to predict liquidity risk for banks, which must comply with Basel III by January 2015. The paper looks at the process of developing a measurement framework using Black-Scholes and Merton’s asset-based models to measure liquidity risk.

Description: A study on stochastic simulation literature as it applies to a health actuary.

Description: This articles describes some of the industry issues that new-generation risk modeling technologies can address and the emerging technology of simultion as it applies to risk modeling.

Description: 2003 Valuation Actuary Symposium, San Diego, CA. This session addressed the emerging practice where management is developing new ways to examine financial risks holistically in an integrated model.

Description: This article provides an overview of the commonly used structural credit risk modeling approach that is less familiar to the actuarial community.