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: This article shows how market participants’ view of risk impacts not just their own choices, but also how they impact on everyone else's choices as well.

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

Description: The is the informal discussion transcript from Session 2B: Older Age Mortality Trends from the January 4-6, 2017 Living to 100 Symposium in Orlando.

Description: These are the Discussant Comments by Anna M. Rappaport for the Housing, Health and Social Support of the Elderly Session 4B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This is the Trends in Life Expectancy and Lifespan Variation After Retirement paper authored by Jesu´s-Adria´n A´ lvarez, Søren Kjærgaard, Malene Kallestrup-Lamb, James W. Vaupel for Session 1B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This paper examines demographic characteristics of people over the age of 100 in Spain and how this has changed over time.

Description: This paper gives two explicit formulae that estimate the yield of a portfolio of fixed income securities that are not interest-sensitive. The yield is explicitly estimated in terms of the discounting interest rates of the securities that comprise the portfolio. From 2006 Enterprise Risk Management Symposium, M-AS06-1.

Description: Paper that explores some characteristics of pension plans that affect the type and amount of investment risk a government-sponsored pension plan can afford.

Description: 2011 SOA ERM Symposium, Chicago. This paper addresses the contradiction between the financial theory of hedging and management practice. It also examines how consistent hedging policy is incompatible with management’s competencies and role in the company, requiring management to form strong future price expectations. Finally, this paper describes a process that management actually follows when making decisions about hedging and stress the role of the expectations discrepancy in this process.