Description: This article discusses the reliance the banking industry placed on sophisticated mathematical models.

Description: This article is the first in a series of articles on insurance applicant mortality risk analytics. From Small Talk Newsletter, Issue 37, January 2012.

Description: This paper shows the mortality element can be partially isolated allowing an exact annuity value to be readily obtained at any interest rate. From the Actuarial Research Clearing House 1979, Vol.2.

Description: A brief introduction to a new SOA research on liability-driven investment benchmark model.

Description: As of September 2021, there are 8 recorded webinars available for free to Modeling Section members. Each of the 8 are described, as well as how to access them. There are other Modeling Section-related materials also pointed out (podcasts & newsletter)

Description: A Summary of the UVS Project by Dave Sandberg from The Financial Reporter, March 2001, Issue No. 45.

Description: Discusses the growing and evolving field of pricing and valuing stock option plans, and makes the case that actuaries are the professionals best qualified to serve clients in the field.

Description: This article introduces the reader to probabilistic methods used to model interactions in the financial market place. Three topics are specifically discussed, two concern modeling methods and the other concerns data analysis methods.

Description: In estimating mortality rates from the experience of a life insurance company or employee-benefit plan, it is expedient, because of the movement into and out of the covered group on dates other than birthdays or policy anniversaries, to make some assumption about mortality over a fractional part of a year of age. This paper describes and develops the concept of 'exposure' with regard to the more commonly known methods of estimating the rate of mortality, and proposes a fourth methodology. From the Actuarial Research Clearing House 1978, Vol.2.