Description: Outline of modifications to formulas in previously released FORTRAN program to compute two-life annuities, including those designated 'qualified joint and survivor annuities' in the ERISA Act of 1974.

Description: The Actuary Vol. 22, No. 2. This article discusses how the the choice of basis for measuring Interest Rate Spread impacts pricing and accounting for interest sensitive products.

Description: discussion of arbitrage possibilities cause by inconsistent mortality pricing assumptions in annuity products vis. a vis. life insurance products

Description: This abstract describes a paper that derives a simple explicit solution for an efficient portfolio with positive weights.

Description: The decrease in interest rates over the last several years has led to decreases in the maximum valuation rate and maximum nonforfeiture interest rate, and companies need to prepare for these changes.

Description: Discussion of solvency problems and the actuary's role in addressing them in the life insurance industry.

Description: Presented at May 1986 Spring Meeting. This session discussion is about redetermination of 'Non-Guaranteed Pricing Elements Recommendations', actuarial responsibilities to the various publics relative to nonguaranteed pricing functions and brief status report on Interim Actuarial Standards Board 'IASB' including how this Committee's Exposure Draft affects the IASB.

Description: This session at the SOA 1990 San Francisco Spring Meeting focuses on the connection between the pricing function and financial reporting, communicating financial information to senior management and asset/liability management.

Description: These discussions at the 1967 New York and New Orleans Regional Meetings are about considerations in choosing interest assumptions and challenges presented when comparing investment yields among companies.

Description: We apply grouped functional time series forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term annuities.