Description: Presents a theoretical basis for a computerized methodology for estimating biological age - a measure of time to death.

Description: This paper develops the formula for estimation of multivariate copula. These results can be applied to the estimation of correlation coefficients. From the Actuarial Research Clearing House 1994 Vol. 2 .

Description: This paper presents an analysis of mortality in a sample of 441adults aged 55 to 85 at baseline, who were observed for eight years. The study was initiated for the purpose of analyzing age-related changes in a variety of physical variables and their impact on functional independence. The modeling approach is discussed and the factors which were most significantly related to mortality.

Description: Presented at Living to 100 symposium, January 2011. This paper presents a method for using death records to infer exposure on non-extinguished cohorts, thereby allowing the development of a credible table for high ages.

Description: This paper attempts to broaden the actuary's understanding of decrement rate estimation and to clear up some of the more common misconceptions which have been promoted.

Description: This paper presents an unbiased, consistent and asymptotically efficient estimator based on importance sampling variance reduction technique in the framework of Monte Carlo simulation methods. It shows that the estimator is highly efficient in terms of number of computations. Using the Pollaczeck-Khinchine formula, the authors extend the use of the estimator to the calculation of ultimate ruin probabilities in the context of the Classical case of Risk Theory and compare their results with recent actuarial literature using the same methodology.

Description: This is a discussion of the paper, Frequency Distribution of Mortality Costs by John M. Boermeester, which used a series of random numbers to estimate variables under study.

Description: Summary of the SOA research project on PBR Simplified Methods. Describes the multi-risk scenario generator, central estimate assumptions, assumption objectivity measures, and regulatory demonstrations per VM-20.

Description: The method in this paper is to derive expressions for mortality between integral values of age underlying the typical approximations employed, and to compare such expressions. Annuity and life reserve formulas are compared. Discussions of the paper are included.

Description: This note describes a mortality investigation procedure in which the expected mortality applicable to each new policy for a period of about three years after issue is estimated by use of persistency factors. Discussions of this paper are included.