This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
The International Actuarial Association produced a report for the International Association of Insurance Supervisors on insurance company
solvency. The approach the working party took was to identify the types of of risks to which insurers are subject, and the approaches used to model those risks. The report contains a classification of
insurance company risks, an overview of the risk assessment process in insurance companies, and more detailed consideration of some individual risk types. It is available at www.actuaries.org/CTTEES_INSREG/Documents/Solvency_Report_EN.pdf.