Description: Appendix C is round 1 reasons for projections from the Delphi report. See the SOA webite Research pages for the complete report of Delphi Study of Economic Variables Report which includes the full report along with all the appendices.

Description: In this paper the author presents an application of Bayesian forecasting methods to the estimation of reserves for outstanding claims. He assumes that the time number of periods it takes for the claims to be completely paid is fixed and known, that payments are made annually and that the development of partial payments follows a stable pay-off pattern. From Actuarial Research Clearing House, 2003, Vol 1.

Description: This paper addresses rainfall insurance using financial derivatives. Usual modeling is done for temperature related products. The authors gathered rainfall data in Mexico City over a period of five decades. This showed that the time series data is stationary and normally distributed. Therefore, the authors applied a closed-form solution to value swaps, calls and puts, with and without limits. The model can be used for practical purpose of pricing rainfall derivatives. From Actuarial Research Clearing House, 2006.

Description: A research report that examines modeling of cash flow associated within a pool of mortgages and specifically focusing on the effectiveness of infusing a limited amount of capital into the pool.

Description: This paper presents a method involving re-sampling 'with replacement but without random numbers', numerical convolutions for sums and quotients, and estimation of confidence intervals for trend in average size claim. In this paper, this method is applied to major medical claims.