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Modelling and Management of Mortality Risk: A Review Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 In the first part of the paper, we consider the wide range of extrapolative stochastic mortality models that have been proposed over the last 15 to …

Securitization of Catastrophe Mortality Risks Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Securitization with payments linked to explicit mortality events provides a new investment opportunity to investors and financial institutions. Moreover, …

Quantifying and managing extreme mortality risk of life insurers Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Short paper considering the area of extreme mortality risk of a life insurance portfolio.   To read this paper, please contact the …

Mortality and Longevity: a Risk Management Perspective Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Advantages provided by large portfolio sizes in respect of random fluctuations risk justify, to some extent, the traditional deterministic …

Using Life Settlements to Hedge the Mortality Risk of Life Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Life settlements have attracted increasing attentions of investors and scholars. This paper extends the literature by conducting the first …

Modelling and Management of Longevity Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 In this article we review the state of play in the use of stochastic models for the measurement and management of longevity risk. A focus of the discussion …

Mortality Risk Modeling:Applications to Insurance Securitization Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 This paper proposes a stochastic mortality model featuring both permanent longevity jump and temporary mortality jump processes. A …

Natural Hedging of Life and Annuity Mortality Risks Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 The values of life insurance and annuity liabilities move in opposite directions in response to a change in the underlying mortality. Natural …

Securitization of Mortality Risks in Life Annuities Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Securitization of mortality risks is an alternative risk management tool that may have some advantages over reinsurance. The purpose of this paper …

Enterprise Risk Management : From Incentives to Controls Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Part of ST9 syllabus. EAN/ISBN: 9781118413616   To read this book, please contact the Society at info@actuaries.ie Risk Management Tools and …

Simple Tools and Techniques for Enterprise Risk Management Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Part of ST9 syllabus previously. EAN/ISBN: 9780470014660   To read this book, pleas contact the Society at info@actuaries.ie   ERM and Risk …

Quantitative Risk Management: Concepts, Techniques and Tools Submitted by TheSecretariat on Wed, 29/07/2015 - 13:31 Part of ST9 syllabus previously. EAN/ISBN: 0-691-12255-5   To read this book, pleas contact the Society at info@actuaries.ie Risk …