Description: This report contains estimates of incidence and continuance rates from the general population using data available from the National Long–Term Care Surveys. This report was done by a subcommittee of the Society's Long–Term Care Experience Committee and reflects work done primarily at the Duke University Center for Demographic Studies. This is a ZIP file containing main report, all appendices, tables, and figures from the study and model.

Description: This paper develops a general approach to actuarial calculations in applications that can be modeled as multi-state processes. Such situations arise when benefits are payable upon a change in the status of the insured or while the insured maintains a given status. From the Transactions of Society of Actuaries 1994, Vol. 46.

Description: A study of disability experience examines cost burden and degree of disability, and how these measures vary across different subpopulations. This article summarizes a presentation given at the Society of Actuaries’ Living to 100: Survival to Advanced Ages International Symposium held on Jan. 7–9, 2008 in Orlando, Florida. An abstract of the author's paper was presented in the September 2008 issue of Long-Term Care News.

Description: Appendix to the Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries. The Development of a Simulation Model of Primary Prevention Strategies for Coronary Heart Disease

Description: The new incidence and continuance tables from the National Long-Term Care Survey based on activities-of-daily-living threshold and cognitive impairment will be presented. From the Record of the Society of Actuaries, Vol. 21, No. 3b.

Description: This paper endeavors to obtain the explicit formulas of the probability of ruin in a Markov-modulated model where claim intensities, claim sizes and premiums vary according to a Markovian environment.

Description: A study on stochastic simulation literature as it applies to a health actuary.

Description: This paper considers the Bayesian analysis of the generalized Poisson distribution GPD and the generalized Poisson regression GPR model. Markov chain Monte Carlo MCMC methods and random variety generation strategies such as adaptive rejection sampling ARS for log-concave densities and adaptive rejection Metropolis sampling ARMS are discussed and then utilized in order to advance the Bayesian analysis of these generalized Poisson models.

Description: This paper describes risk-factor-dependent multiple decrements and actuarial cost functions as a general compartment model, a discrete time and discrete state stochastic model of morbidity and mortality processes. For large numbers of risk factors, the model is extended to its natural continuous time and state form. From Transactions of Society of Actuaries 1991, Vol. 43.