Description: This report covers some additional analysis of the data used to create the 2015 Valuation Basic Tables.

Description: Experts discuss: [1] recent life-insurer M&A transactions, [2] the seller's perspective, including their motivation and their actuarial appraisal of the book of business, [3] the buyer's perspective, including their motivation and their actuarial appraisal, [4] due diligence, [5] Purchase GAAP [PGAAP], [6] issues that arise at or after the transaction's closing, and [7] reinsurance and non-reinsurance programs that address capital-management and tax-planning needs for such a transaction. From the 1997 Record of Society of Actuaries, Vol. 23, No. 3.

Description: Presents results of 2003-2012 cohorts of insurance company private placement bonds. Finds private bonds show a 15bp annual advantage relative to public bonds, due to lower loss severity.

Description: This report is a follow-up to the 2018 Group Long-Term Disability Experience Study Report. This report analyses the same dataset, but focuses on the new variables that are included with that dataset, and also details the application of various Predictive Analytics techniques to the data.

Description: Article Society Seminars by Adams in The Actuary, February 1979, Volume 13, Number 2

Description: Recently, there has been growing interest among insurance and investment experts to focus on the use of a tail conditional expectation as a measure of risk, since it shares properties that are considered desirable and applicable in a variety of situations. This paper examines above risk measure in the case of a multivariate gamma portfolio. We demonstrate the explicit formulas for tail conditional expectation and based on it capital allocation when the proposed multivariate model consists of dependent and independent gamma marginals

Description: This paper discusses the theoretic framework of modeling captial markets: index-based composition methodology and statisical procedure of model construction and extension: wavelets-based financial signal processing technique. It also discusses the implications and applications, measuring the market uncertainty and volatility highlighting the S&P 500 as an example.

Description: View 2018 Kaggle Involvement Program Results.

Description: The current life insurance development with a focus on the latest regulation change from actuarial perspective and its possible impact to the Vietnam industry.

Description: This article examines the central formulas for Solvency II Solvency Capital Requirement (SCR) and core life authorized control level risk-based capital (ACL RBC) and looks at their underlying assumptions.