Description: The paper presents the history of mortgage guarantee insurance in the US, beginning briefly with the history of banks and banking regulation and ending with implications for the future.

Description: Brief discussion of three Kestenbaum/Ferguson, Yue, and Robine/Cheng/Paccaud earlier presented papers on elderly longevity. From 2005 Living to 100 and Beyond Monograph, M-LI05-1.

Description: This paper describes an analysis of data anomalies on computer records on 246 federally-insured mortgages. Twenty-three of the corresponding mortgages were sampled and all were found to have identical amortization plans and to have been insured under the same insurance fund. The question posed, in probabilistic terms, is the following: How many of the remaining 223 mortgages are identical in these two aspects to the 23 sampled mortgages?

Description: This paper identifies several implicit assumptions underlying the use of the lognormal distribution for modeling the periodic change in the interest rate of a given maturity, tests those assumptions against historical interest rates, and presents additional information from those tests. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43.

Description: By Thomas N. Herzog and David W. Dickson - The following is written in response to the "An Actuary in the World of Six Sigma? article that ran in the February/March issue of The Actuary. The Actuary Magazine June 2005

Description: This work describes a study undertaken to determine whether the Federal Housing Administration's 'FHA' single-family-home mortgage insurance program for investor 'non-occupant' loans should be modified. The sample data were analyzed using both Bayesian and sample reuse procedures. A commentary on the paper is included.

Description: This paper reviews the general methodology of capture-recapture procedures and describes some applications such as estimating the size of the undercount in censuses and estimating the number of duplicate records on in a database. From Actuarial Research Clearing House 2006.

Description: Presented at October 2000 Annual Meeting. This is a brief summary of a tutorial on the application of credibility theory to health insurance. The concept of full credibility and the necessary conditions for experience data to be fully credible are covered.

Description: When it comes to record linkage, the challenge is bringing together the right information from several sources. Here's how to make things match up.