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Study of Risk Management - Everis Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 When at everis we thought of conducting a study on risk management in the insurance sector, we wanted to prepare a useful instrument to reflect on the current …

Enterprise Risk ManagementBeyond Theory: Practitioner Perspectives on ERM Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This is not the typical Enterprise Risk Management (ERM) guide. Often, when financial executives read guides about ERM, those …

Efficient methods for valuing interest rate derivatives Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest …

Pricing and Hedging Guaranteed Annuity Options via Static Option Replication Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In this paper we derive a market value for Guaranteed Annuity Option using martingale modelling techniques. Furthermore, we …

Interest rate risk factors in the Australian bond market Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This paper reports the results of an empirical analysis of the nature of the factors that explain changes in Australian bond market yields. …

Pricing rate of return guarantees in a heath Jarrow Morton framework Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Rate of return guarantees are mcluded in many financial products, for example life insurance contracts or guaranteed investment …

Interest Rate Risk Modelling Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Goals: Understand interest rate Risk: What it is? How to manage it? Explain the main models for interest rate risk management and discuss some empirical evidence. Risk …

Modelling and Managing Basis Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Overview and example of basis risk.   To read this paper, please contact the Society at info@actuaries.ie Risk Management Tools and Techniques Basis Risk Basis Risk …

Pricing Futures and Futures Options with Basis Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 In this article, assuming the stochastic behavior of basis as a modified Brownian bridge process, we obtain closed-form solutions of futures and …

Mortality Risk and its Effect on Shortfall and Risk Management in Life Insurance Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Mortality risk is a key risk factor for life insurance companies and can have a crucial impact on its risk situation. …

Survivor Bonds: Helping to Hedge Mortality Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 One of the key problems facing annuity providers is mortality risk, the risk of underestimating mortality improvements. The authors argue that the …

Report of the Society of Actuaries Alternative Tools for Mortality Risk Management Survey Subcommittee Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 The attached report presents the results of a survey conducted by the Society of Actuaries …