Description: This is the abstract of the article 'A Proposed Unified Valuation System'. This article will briefly describe some analytical examples of a stochastic modeling of risk use to illustrate the S-curve approach to valuation, but more importantly describe key additional area of research and theory, which need to be developed. The focus of this presentation is an invitation for additional research to support a new approach to statutory valuation of life and health risk that can result in better management and regulatory information.

Description: This abstract describes a paper that introduces an econometric (valuation) model which is less complex than the Wilkie model for valuing and managing financial risks associated with combined guaranteed minimum maturity benefit and guaranteed minimum death benefit (GMMB/GMDB) regarding segregated fund contracts in India.

Description: This is the abstract of a paper that considers the pricing of equity-indexed annuities using risk measures and presents dynamic hedging strategies underlying these valuations. Since these products involve mortality as well as financial risks, the authors combine the actuarial and financial approaches to protect insurance companies against the unhedgeable mortality risk.

Description: This abstract describes a paper that considers the valuation of a guaranteed annuity option (GAO) under a generalized modeling set-up where both interest and mortality risks are stochastic and correlated.

Description: This excerpt from the 2001 Annual Report of the PBGC provides greater detail concerning the valuation of future benefits than is presented in the PBGC's annual report.

Description: This abstract describes a paper that proposes to adopt Merton’s structural approach to model the balance sheet of the reinsurer with further incorporation of the dynamics of the fundamental variables to first value the contracts and then demonstrate how to optimally combine them in a way to achieve optimality in the (re)insurer’s external risk capital structure.

Description: This is the abstract of a paper that considers a general two-country model of exchange rate dynamics in which interest rates are stochastic. Special cases of this model are also illustrated in which the, interest rates are constant in each country and when interest rates are Gaussian in each country. This model provides an important tool for actuaries dealing with global risk which includes valuation of currency derivatives [forwards, futures, options and swaps], frequency/severity claims model with exchange rate risk in the claim size, valuation of individual insurance contracts written in foreign currency, and valuation of general interest sensitive claims in foreign currency.

Description: Full table of contents for issue number one of volume number one of The Record of the Society of Actuaries. The content in this issue were taken from the Los Angeles, CA meeting held March 20-21, 1975.

Description: This is the abstract of the presentation that shows results obtained from a mortality study based on Canadian pensioners data available from records of the Canada Pension Plan and Quebec Pension Plan as of December 31st, 2008. From Actuarial Research Clearing House, 2011.

Description: This abstract describes research related to Optional Coupon Reinvestment Bonds