ERM Resource |
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Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)
Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties |
Catastrophe RiskConcentration RiskEconomic / Risk Based CapitalInterest Rate RiskPremium RiskRegulationReserving Risk |
ERM Resource |
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Risk metrics for decision-making and ORSA |
Catastrophe RiskEconomic / Risk Based CapitalInterest Rate RiskReserving RiskRisk Management Tools and Techniques |
ERM Resource |
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ERM Stochastic Analysis Tools - Risk Drivers Revealed |
Economic / Risk Based CapitalInterest Rate RiskRisk Management Tools and Techniques |
ERM Resource |
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Executive Handbook for UL Guarantees |
GMxBInterest Rate RiskRisk Identification and ClassificationRisk Management Tools and TechniquesVAvariable annuity |
ERM Resource |
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Variable Annuities |
Basis RiskInterest Rate RiskLapse RiskLongevity RiskNo categoryVariable Annuities; Dynamic Hedging; Static Hedging; Pensions; Drawdown; Guaranteed;
Death; Accumulation; Income; Withdrawal; Living; Benefits; GMxB; GMAB; GMDB;
GMIB; GMWB; GMLB |
ERM Resource |
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Fair Valuation of Life Insurance Liabilities:Integrating Demographic and Market Risk |
Default RiskDemographic RiskFair valueInterest Rate RiskLife Insurance LiabilitiesLongevity RiskMortality RiskRisk Management Tools and Techniques |
ERM Resource |
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Efficient methods for valuing interest rate derivatives |
Interest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques |
ERM Resource |
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Interest Rate Risk Modelling |
Interest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques |
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 |
ERM Resource |
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Modelling extreme market events |
ExtremeExtreme Event RiskInterest Rate Riskmarket eventsRisk Management Tools and Techniques |
ERM Resource |
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Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates |
Demographic RiskInterest Rate RiskRisk Management Tools and Techniques |
ERM Resource |
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The Volatility of Low Rates |
history of interest rate volatilityInterest Rate RiskJapanese rateslog-normalNo categorynormalSwiss ratesValue-At-Risk Back-tests |
ERM Resource |
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Risk Optimisation: Finding the Signal in the Noise |
Case studyequity riskInterest Rate RiskMonte Carlo SimulationsOptimisationRisk Optimization |