Description: Article describing content and key takeaways from experience completing the SOA PA Certificate

Description: This article provides an overview of the commonly used structural credit risk modeling approach that is less familiar to the actuarial community.

Description: This article discusses the need for a sophisticated modeling system capable of analyzing the impact of the variables present in pension plan projections and providing management with information which it may act upon.

Description: The article discusses the investment models of The Mutual Pension Insurance Company Ilmarinen, one of the companies managing the statutory employment pension in Finland. The parts are: financial time series data management, time series analysis programs, investment simulation models and portfolio optimization models.

Description: This article discusses Jed Frees’ book in progress, “Regression Modeling with Actuarial and Financial Applications” which offers a synthesized introduction to regression and time series.

Description: This abstract describes a paper that considers the identification problem for age-period-cohort models for a class of non-trapezoidal index sets.

Description: The purpose of this paper is to illustrate the method of Lagrange multipliers complete with simple examples. The author suggests that this methodology is ideally suited to the investigation of minimum variance plans. From the Actuarial Research Clearing House 1987 Vol. 1.

Description: A review of 'Life Contingencies' by Alistair Neill, to be used as a textbook for the Institute and Faculty of Actuaries examinations.

Description: Recently completed research projects from the Society of Actuaries.

Description: Discount rate curve construction has been a topic of renewed interest following recent changes in financial reporting standards. Interpolation is a key component of curve construction and can be conducted via an assortment of methods. This article explores six popular interpolation techniques and assesses how they perform with regards to desirable features of such methods: continuity of forwards, stability and locality, simplicity, and market consistency.