Description: Data files for presentation.

Description: Full version of Pension Section News, March 2000, Issue No. 42.

Description: This predictive modeling paper, “Household Life Insurance Demand – A Multivariate Two-Part Model is one of a collection of essays that examine how existing or new methods or models can be applied to the life insurance industry.

Description: The projection methods used by the Social Security Administration's Office of the Chief Actuary are important. The resulting projections are cited regularly by policy-makers, academics and others interested in the long-term financial solvency of the OASDI system. However, a complete description of this projection methodology that is vital for serious policy discussions is not available to the general public. This summary was constructed in connection with the Social Security Advisory Board's 1999 Technical Panel on Methods and Assumptions. A goal of the Methods and Modeling working group of the Technical Panel was to 'work to ensure that the projection methods used by the Office of the Chief Actuary become more public.' From Actuarial Research Clearing House 2000, Vol. 1.

Description: This paper investigates the use of models of dependent mortality for determining annuity values. We discuss a broad class of parametric models using a bivariate survivorship function called a copula. Using data from a large insurance company to illustrate our methods, we calculate maximum likelihood estimates to calibrate the rnodel.

Description: Abstract for a paper that develops links between credibility theory in actuarial science and longitudinal data models in statistics. The paper demonstrates that many additive credibility models can be expressed as special cases of the longitudinal data model.

Description: This paper provides an overview of deductible ratemaking , and the pros and cons of various approaches under different parametric models are compared

Description: In this paper we use expectations of different random variables to define the notions of retrospective, prospective, individual, and aggregate net premiums for plans with contingent obligations.

Description: This is the first article in the new "Fireside Chat" series which intends to honor highly accomplised academic actuaries and allow them to share their insights into academic careers with young scholars. This article is mainly based on an interview with Dr. Edward Frees (Jed), one of the most accomplished actuarial professors.

Description: This paper addresses the extension of the theory of life contingencies to a stochastic interest environment and its application to solvency valuation and surplus. A discussion of the paper follows. From Transactions of Society of Actuaries 1990, Vol. 42.