Description: From the 1986 Valuation Actuary Symposium, held in Washington DC in October 1986 Examination of the nuts and bolts of cash flow testing analysis.

Description: This session at the 1989 Valuation Actuary Symposium discusses modeling techniques for both assets and liabilities. Considerations are given for which assumptions are needed and how to determine them.

Description: This session at the 1997 Valuation Actuary Symposium presents the highlights of developing an asset model for asset adequacy purposes. Assumptions, projecting cash flows, and market values of the portfolio are discussed.

Description: Users of statistical packages should be more aware of the influence that outlying data points can have on their statistical analyses. Robust procedures provide formal methods to spot these outliers and reduce their influence. While a few robust procedures are mentioned in this article, one is emphasized and it is motivated by maximum likelihood estimation to make it seem more natural. In this article, the author will try to provide some background, beginning with maximum likelihood estimation of one parameter, that will hopefully make robust estimation seem natural and rather easy.

Description: The theory underlying the Moving Weighted Average graduation method is restated in the language of linear algebra which provides for an enrichment of the family of formulas. A comparison of the results of applying six members of the family to 100 simulated data sets is provided.

Description: The purpose of this paper is to explore the rationale underlying the development of the family of linear compound graduation formulas. As the title suggests, this paper also attempts to defend the Min-Ro member of that family against the unqualified charge that it is a 'poor' graduation method. It concludes with a description of a simple modification of the Min-Ro, and an analysis of the improvement obtained by that modification.

Description: Transcript of discussion regarding rank correlation and bivariate distributions.

Description: This paper expands the calculation of a group's credibility factor from a traditional univariate one-dimensional single layer model to: 1. a univariate one dimensional two layer model, 2. a multivariate one dimensional single layer model, and 3. a univariate two dimensional single layer models.

Description: This presentation outlines strategies for optimal return on bonds and presents the advantages of liability driven investing. From the Actuarial Research Clearing House ARCH 1990 Vol. 1.

Description: This paper considers several features in a model that experiences gradual drifts and jumps for prevalence and survivorship as is the case for AIDS. It is an actuarial model for AIDS when transition intensities follow jump-diffusion processes.