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Optimal hedging of demographic risk in life insurance Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 A Markov chain model is taken to describe the development of a multi-state life insurance policy or portfolio in a stochastic economic-demographic …

SAI Wider Fields Group - Reading List: Climate Change and Resource Availability Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Reading List No category Extreme Event Risk Climate Risk Reading List SAI Wider Fields Group Paper Academic Download …

Internal model in life insurance : application of least squares monte carlo in risk assessment Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In this paper we show how prospective modelling of an economic balance sheet using the least squares …

An application of Monte Carlo proxy techniques to variable annuity business: A case study Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Insurance and reinsurance undertakings face an ever-increasing demand from their various stakeholders for a …

Research Paper on Operational Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Operational risk losses are high profile, uncertain, and headline-grabbing. Despite the best endeavours of companies, material operational risk losses keep …

Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on …

Model Risk Management: Quantitative and Qualitative Aspects Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Model Risk Management: Quantitative and Qualitative Aspects No category Model Risk Model Risk Management Solutions Wed, 01/01/2014 - 12:00 …

Robust risk measurement and model risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Financial risk measurement relies on models of prices and other market variables, but models inevitably rely on imperfect assumptions and estimates, creating …

Envisioning Risk: A Systematic Framework for Risk Visualization in Risk Management and Communication Submitted by TheSecretariat on Tue, 04/08/2015 - 13:57 Managing and communicating risks have become crucial tasks in today’s economy and society. …

Visualising Risk: The Use of Graphical Elements in Risk Analysis and Communications Submitted by TheSecretariat on Tue, 04/08/2015 - 14:05 To read this paper, please contact the Society at info@actuaries.ie Risk Reporting and Communication No specific …

On Measures for Illustrating Credit Risk Assessments: the case of heat maps, risk matrices, and cubes Submitted by TheSecretariat on Tue, 04/08/2015 - 14:09 The financial crisis has revealed gaps in both the information available for analysis, and the …

Risk Aggregation and Reporting: More Than Just a Data Issue Submitted by TheSecretariat on Tue, 04/08/2015 - 14:12 The BCBS (Basel Committee on Banking Supervision) “Principles on Data Aggregation and Risk Reporting” have been finalized with the current …