ERM Resource |
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Enterprise Risk Management : From Incentives to Controls |
Benefits of ERMCase StudiescontrolsCredit RiskERMERM and Risk Management Frameworkinvestment riskNo specific riskoperational riskRisk Management Tools and Techniques |
ERM Resource |
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Quantifying and managing extreme mortality risk of life insurers |
Extreme Event RiskExtreme eventsMortality RiskRisk Management Tools and Techniques |
ERM Resource |
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Mortality and Longevity: a Risk Management Perspective |
life annuityLongevity RiskMortality RiskNo categoryProcess RiskSolvencyStochastic mortalityterm assuranceuncertainty risk |
ERM Resource |
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Using Life Settlements to Hedge the Mortality Risk of Life |
Life settlementsLongevity RiskMortality RiskRisk Management Tools and Techniques |
ERM Resource |
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Modelling and Management of Longevity Risk |
Longevity RiskMortality RiskRisk man-agementRisk Management Tools and TechniquesRobustnessStochastic mortality models |
ERM Resource |
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Report of the Society of Actuaries Alternative Tools for Mortality Risk Management Survey Subcommittee |
Mortality RiskSurvey |
ERM Resource |
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Modelling and Management of Mortality Risk: A Review |
cohort effectmarket modelsMortality Riskmortality swapsmortality-linked securitiesq-forwardsRisk Management Tools and TechniquesSCOR market modelshort-rate modelsStochastic mortality models |
ERM Resource |
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Securitization of Catastrophe Mortality Risks |
Extreme Event RiskExtreme eventsMortality RiskRisk Management Tools and Techniquessecuritisation |
ERM Resource |
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Modelling and Managing Basis Risk |
Basis RiskBasis RiskRisk Management Tools and Techniques |
ERM Resource |
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Pricing Futures and Futures Options with Basis Risk |
Basis RiskBasis RiskRisk Management Tools and Techniques |
ERM Resource |
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Mortality Risk and its Effect on Shortfall and Risk Management in Life Insurance |
Basis RiskLife InsuranceLongevity RiskLongevity riskmortality contingent bondsMortality RiskMortality Risknatural hedgingrisk managementRisk Management Tools and Techniques |
ERM Resource |
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Survivor Bonds: Helping to Hedge Mortality Risk |
Longevity RiskMortality RiskMortality RiskRisk Management Tools and TechniquesSurvivor bond |
ERM Resource |
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Pricing and Hedging Guaranteed Annuity Options via
Static Option Replication |
Interest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques |
ERM Resource |
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Interest rate risk factors in the Australian bond market |
Case StudiesInterest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques |
ERM Resource |
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Pricing rate of return guarantees in a heath Jarrow Morton framework |
Interest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques |