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: 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: This paper presents a policy-year model for GAAP valuation of reinsurance accepted on the coinsurance and modified coinsurance bases. Also presented are the interrelationships between the model's methodology and statutory accounting procedures, a discussion of experience-refunding situations, and a demonstration of the model's ability to yield GAAP profits as a level percentage of premium. From Transactions of Society of Actuaries 1981, Vol. 33.

Description: This paper discusses the Whittaker-Henderson graduation method. From Transactions of Society of Actuaries 1984, Vol. 36.

Description: From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000 The panel discusses: 1 Financial modeling tools used by the actuarial profession, 2 Pricing techniques used by Wall Street financial analysts, 3 Advantages and disadvantages of each approach 4 Market implications of each approach, and 5 Potential for harmonization of the two techniques.

Description: An interview with Prof. Johnny Li of University of Waterloo, which touches upon the subjects of longevity, mortality projections, international collaboration and the Living to 100 Symposium. Longevity is a topic in which scientific research and collaboration successfully spans many countries, which is desirable because the implications of ever increasing life spans is of global importance.

Description: Following up on recent articles on claim reserves and retrospective testing, this article examines some data quality and methodology issues related to calculating LTCI claim reserves.

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.

Description: This paper provides commentary on the paper entitled 'A Discrete Equilibrium Model of the Term Structure' by N. J. Macleod, and J. D. Thomison. From Actuarial Research Clearing House 1990, VOL. 2.