Description: The abstract for the paper Data Sources, Quality and Analyses - Data Quality of Oldest-Old Population in Taiwan 2003 Census for Ages 89 and above.

Description: Using data from 12,571 publicly traded U.S. industrial firms spanning 1980 to 2004 for which quarterly firm specific financial variables and macroeconomic variables are available, this is the abstract of a paper that estimates the probability of bankruptcy/merger for each company and hence a prediction of bankruptcy/merger in the next quarter.

Description: This is the abstract of a paper that deals with a recent modification of the Monte Carlo method known as quasi random Monte Carlo. Under this approach, one uses specially selected deterministic sequences rather than random sequences as in Monte Carlo. These special sequences are known as low discrepancy sequences and have the property that they tend to be evenly dispersed throughout the unit cube. For many applications in finance, the use of low discrepancy sequences seems to provide more accurate answer than random sequences.

Description: This is the abstract for a paper of Immunization Measures for Life Contingencies.

Description: The results of a mortality study for Canadian pensioners are presented. From Actuarial Research Clearing House, January 2000, Volume 1.

Description: This abstract describes a presentation that discusses the Insurance Corporation of British Columbia’s new methodology for predicting average premium levels.

Description: This abstract describes a paper that shows that by modeling the time series of mortality rate changes rather than mortality rate levels, human mortality can be better modeled.

Description: Several authors have used Fourier inversion to compute prices of puts and calls, some using Parseval’s theorem. The expected value of max[S K,0] also arises in excess-of-loss of stop-loss insurance. This is the abstract of a paper that shows that Fourier methods may be used to compute them. The authors take the idea of using Parseval’s theorem further: 1. formulas requiring weaker assumptions, 2. relationship with classical inversion theorems for probability distributions, 3. formulas for pay-offs which occur in insurance. Numerical examples are provided.

Description: This is an abstract article about the Bayesian two-part model by Margie Rosenburg. ARCH 2008, Issue 1.

Description: This abstract is for a paper that proposes an approach to determine the actuarial present value of life contingent events under a stochastic interest rate environment.