Description: The goal of this paper is to examine similarities between value investing and enterprise risk management (ERM) methods.

Description: This report considers a hybrid portfolio that combines life and general insurance aspects.

Description: Chapter 6 of the Models for Retirement Policy Analysis. This chapter describes DYNACAN, a dynamic microsimulation model developed and maintained in the Office of the Chief Actuary OCA of the Canada Pension Plan. It simulates the basic demographic and economic events relevant for calculation of CPP contributions and benefits. The strengths and limitations of the approach are addressed as well as accessibility and ease of use.

Description: This paper discusses a theoretical framework for Enterprise Risk Management, risk dynamics within property-casualty insurance companies, empirical findings on widely used risk models, and examples of effective risk models.

Description: Appendix C is round 1 reasons for projections from the Delphi report. See the SOA webite Research pages for the complete report of Delphi Study of Economic Variables Report which includes the full report along with all the appendices.

Description: Appendix F is round 1 future developments from the Delphi report. Please see the SOA website Research section for the full Delphi Study of Economic Variables Report along with all of the appendices.

Description: Software vendors participating in the A Comparative Analysis of Claims–Based Tools for Health Risk Assessment study were invited to submit comments on the study. In this document, Ingenix explains their contribution to the study's source data, and raises some questions about methodolgy.

Description: View Sustained Low Interest Rate Environment: Can it Continue? Why it Matters

Description: A primer on extreme event modeling and mitigation for practitioners, it covers the complete cycle of extreme event risk management, from identifying experience data sources, to extreme event detection, to modeling and dependence analysis, and finally to monitoring and mitigation.

Description: A research report providing a primer on the mechanics and uses of the Hidden Markov Model for actuarial and financial applications.