Description: This is the abstract for the paper on a household's life insurance demand - a multivariate two parts model.

Description: This abstract describes a paper that introduces spatio-temporal models and methods for analysis with specific emphasis on quantities of interest in actuarial science. Generalized additive mixed models are used for the analysis of geographic and temporal variability of mortality rates.

Description: This abstract describes a talk that presents recent and planned SOA Education activities.

Description: This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process of bounded variation.

Description: This abstract summarizes the background for a presentation at the Actuarial Research Conference that describes summer actuarial science programs for minority high school students and the role they have in the profession's diversity efforts. Expanding the number of such programs is explored.

Description: This abstract describes a paper that presents an analysis of the capital needs, needed return on capital, and optimal reinsurance retention for insurance companies, all within the context of the compound Poisson distribution.

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

Description: This abstract describes a paper that implements a lifetime utility model including both GMDB options and term life insurance and allowing the policyholder to optimize both consumption and fund allocation decisions.

Description: This abstract describes a paper that generalizes the Poisson process to a renewal process, especially Erlang (n) renewal processes.

Description: This abstract describes a presentation that shows a study on a long-term disability insurance portfolio under stochastic interest rates.