Description: In this paper, the coefficients of the minimum-Rz moving-weighted-average formulas are derived using matrix algebra and the method of Lagrange multipliers. Reviewer's note: This mathematics can be useful in the graduation process of mortality and morbidity table construction

Description: At this session, experts will provide an overview of current statutory valuation issues pertaining to life and annuity products. The focus is on activities of the American Academy of Actuaries relative to principle-based approaches, but other matters will be covered, including the status of the NAIC valuation manual, life risk-based capital, developments at the NAIC affecting life insurance companies, and practice issues for appointed actuaries.

Description: This session is about health insurance cash-flow testing through liability and asset modeling for individual disability income insurance and health valuations. From Record of Society of Actuaries Vol. 19, No. 1B.

Description: Best practices for a successful model conversion or transformation. It details the key stakeholders involved and the processes and tasks across various stages of the model conversion.

Description: This paper studies the statistical theory underlying minimum surplus required to protect a group insurer from the insurance, or C2, risk. Followed by 2 submitted discussion papers

Description: This paper is an attempt to examine transmission and incubation period models. Results are used to estimate the risk of HIV+ exposure of an individual company and the resulting reserve needs. From Transactions of Society of Actuaries 1989, Vol. 41.

Description: 1988 Valuation Actuary Symposium. In this session the speaker described the modeling of the participating whole life division including the product description, modelling assumptions, operation of the model, and the results.

Description: 1997 Valuation Actuary Symposium, Session 3 looks at considerations in strengthening reserves as a result of cash flow testing results.

Description: Presented at September 1995 Valuation Actuary Symposium. This sessions talks about financial projections as a management tool and tough issues which may have to be addresses in making such projections.

Description: 1998 Valuation Actuary Symposium. The panelist discussed techniques for modeling real estate asset-backed securities, measuring option risk, and managing option risk.