Description: This paper deals with the level and age trajectory of mortality at advanced ages in Canada, based on population data.

Description: Presented at Living to 100 and Beyond symposium 2002. Discussion on 'Living to Age 100 in Canada in 2000' by Doray and 'Oldest-Old Mortality Rates and the Gompertz Law: A Theoretical and Empirical Study Based on Four Countries' by Yue papers.

Description: The purpose of this paper is to outline a framework that measures 'decision' and to argue that such a measure is the rightful focus of the enterprise. The paper develops the principle of maximizing expected utility as a normative decision theory from its philosophical roots in order to motivate its proper usage i.e., to the enterprise's ultimate good. From 2006 Enterprise Risk Management Symposium, M-AS06-1.

Description: Discussion of Living to 100 Session 5A. The papers presented propose a new method to price the longevity risk premia in order to tackle the pricing obstacle and reviewed the insurance industry implications on retirement planning and the secondary market in insurance.

Description: This paper focuses on business risks rather than market, credit and operational risks. The author proposes a bottom-up approach for modelling and measuring business risk where the dynamic of the underlying earnings is described in a continuous-time model.

Description: This paper explains the development of the credit derivative market, describes the most common types of credit derivatives, discusses how insurers can and do use these instruments and explains the role they played in the financial market turmoil of 2008.

Description: 2011 Enterprise Risk Management Symposium, Chicago. The authors' stated proposal is to keep formal compliance Key Performance Indicators to support Risk Management system implementation and to have a business plan based on risk assessment.

Description: 2011 SOA Enterprise Risk Management Symposium, Chicago. The stated purpose of this paper is to consider whether a more comprehensive and timely measurement framework for risk exposure is now needed and to examine one possible approach. This paper proposes a new approach to risk measurement that, along with capital measurement and more rigorous oversight, will allow banks an ability to manage risk.

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

Description: 2011 SOA Enterprise Risk Management Symposium, Chicago. This paper suggests the use of a policy event-based loss estimation method using expert input and simulation for forecasting long duration expenditures: that is to say, there is an efficient time, which is random and observable to replace a physical asset.