Description: Full version of Risk Management, July 2005, Issue No. 5.

Description: Article from Risk Management Newsletter, July 2005, Issue 5 that highlights a new frontier for actuaries unfolding in the insurance industry called Enterprise Risk Management.

Description: This is the abstract of a paper that complements the existing research on optimal reinsurance by proposing another model for the determination of the optimal reinsurance design.

Description: This abstract is for a paper that addresses the problem of optimal reinsurance design using the criterion of minimizing the Conditional Tail Expectation (CTE) risk measure of the insurer's total risk.

Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.

Description: A detailed statistical analysis of mortality improvement for the Canadian population and for the Canadian insured lives conducted by the Institute for Quantitative Finance and Insurance.

Description: Agricultural insurance can help producers invest in more productive, but potentially riskier, agricultural practices. The authors provide an example of forage index-based insurance implemented in Ontario, Canada.

Description: This report predicts farm-level crop yield distributions in the absence of farm-level yield data.

Description: This report proposes a methodology to isolate crop yield improvement due to technological change and favorable and unfavorable weather.

Description: This abstract describes a paper that considers the pricing in a non-competitive market and models the pricing process as a bargaining game.