Description: Summary of SOA research report "Optimizing Risk Retention" which applies parametric survival models and Monte Carlo simulation to a block of term life business.

Description: A discussion about the effects of living to 100 on the insurance industry.

Description: Pricing longevity swap reinsurance transactions consists of a number of different actuarial tasks, each of which hides potential pitfalls. The article outlines the pricing process, which includes a detailed analysis of current mortality experience of the portfolio to be transferred, choice and calibration of an appropriate model for mortality improvement trends and the calculation of a risk margin which reflects the uncertainty associated with the pricing best-estimate, which includes mis-estimation risk, model risk, longevity basis risk and stochastic uncertainty.

Description: Drivers for mortality are apparently linked to socio-economic differentials within different societal groups. Actuaries are not the only profession interested in unravelling the mystery of why different groups within society experience such different mortality rates. The author gives examples from occupational pension plans in Canada, the UK and Germany.

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: A practical guide to survival models—Part 1.

Description: Comments on session 1A presentations

Description: A description of a new method for deriving PBA prudent estimate assumptions from company experience.

Description: A case study, in which we applied survival models to analyze the persistency of a life company in Asia and develop a strategy for actively managing the ...