Description: This section presents book reviews and summaries of recent publications on a variety of topics.

Description: This abstract describes a paper that investigates how to apply a stochastic mortality model in the presence of missing data, using 'multiple imputation'.

Description: This abstract describes a paper that proposes the use of the Co Conditional Tail Expectation 'CoCTE' to measure systemic risk and endogenizes the pro-cyclicality of capital requirements.

Description: Abstract/Author's biography/Acknowledgements/References/Title Page. From Retrospective and Perspective Analysis of the Privatized Mandatory Pension System in Mexico, M-RS02-1.

Description: This is the abstract of a paper that considers a general two-country model of exchange rate dynamics in which interest rates are stochastic. Special cases of this model are also illustrated in which the, interest rates are constant in each country and when interest rates are Gaussian in each country. This model provides an important tool for actuaries dealing with global risk which includes valuation of currency derivatives [forwards, futures, options and swaps], frequency/severity claims model with exchange rate risk in the claim size, valuation of individual insurance contracts written in foreign currency, and valuation of general interest sensitive claims in foreign currency.

Description: This abstract describes a paper that presents an actuarial model which determines benefits to be paid in phased retirement and in full retirement. From Actuarial Research Clearing House, 2011.

Description: This abstract describes a paper that investigates the effect of ambiguity on the market for insurance when preferences are ordered by comparison of Choquet expected utilities.

Description: This abstract introduces the paper that demonstrates that marital status has as much influence on rates of human mortality as the better known factors of gender and smoking habits. The validity of various explanations is examined.

Description: This abstract describes a paper that studies the optimal reinsurance problem when risk is measured by a general risk measure. It is demonstrated that there is a “stable optimal retention” that will show no sensitivity, insofar as it will solve the optimal reinsurance problem for many risk measures, thus providing a very robust reinsurance plan.

Description: This article is about valuing employee pensions and how much of the pension a spouse would be entitled to with a focus on the current differences in Canadian provincial legislation. The strengths and weaknesses of different methods are outlined. From Actuarial Research Clearing House, 2000, Volume 1.