Description: Summary of SOA research report "Optimizing Risk Retention" which applies parametric survival models and Monte Carlo simulation to a block of term life business.

Description: A case study, in which we applied survival models to analyze the persistency of a life company in Asia and develop a strategy for actively managing the ...

Description: An ‘R file’ with sample R code that essentially produces the modelling and graphing found in the report A Practitioner’s Guide to Statistical Mortality Graduation

Description: This paper outlines a statistical modeling framework for fitting mortality laws to mortality experience data. The process can be used as an alternative to traditional graduation techniques used in mortality table development.

Description: This practical guide provides actuaries who develop tables from experience data with a statistical modeling framework that can be used as an alternative to traditional graduation techniques.

Description: Feature article discussing one of the themes of last year’s Living to 100 Symposium; socio-economic differences in mortality.

Description: Socio-economic mortality differentials are important to insurers, reinsurers as well as the general public. Detecting them, tracking them and explaining them is the subject of ongoing research and debate within the actuarial community as well as the wider public. The intention is to raise awareness within the reinsurance section membership for mortality differentials and concentration risk, as well as highlighting the value of interdisciplinary work and modern statistical methods. This intention overlaps with the goal of the SOA's Living to 100 Symposium, to be held in January 2017 in Orlando, Fla.

Description: A discussion about the effects of living to 100 on the insurance industry.

Description: “In this session, the presenters will share with you the industrial practice for constructing the mortality table from 0 to 1. It covers the journeys in both Hong Kong and Singapore and summarize the key takeaways from these journeys. Besides, the speakers will share with you their biggest challenge during their process, how they resolve this, and address the most common technical issues faced in conducting the mortality tables. Any fellows interested in these topics are most welcome.“

Description: Pricing longevity swap reinsurance transactions consists of a number of different actuarial tasks, each of which hides potential pitfalls. The article outlines the pricing process, which includes a detailed analysis of current mortality experience of the portfolio to be transferred, choice and calibration of an appropriate model for mortality improvement trends and the calculation of a risk margin which reflects the uncertainty associated with the pricing best-estimate, which includes mis-estimation risk, model risk, longevity basis risk and stochastic uncertainty.