Description: This report introduces quantum computing to actuaries. In addition, this research will assess and identify areas in the insurance field where quantum computing can make a difference, accompanied with suggested algorithms.

Description: U.K. life insurers writing participating business are required by the Financial Services Authority to value their assets and liabilities on a market-consistent basis. The purpose of this paper is to: • Explain the valuation approach based on market-consistent values and its rationale. • Set out the issues faced by life insurers in implementing the regime. • Explain how insurers addressed these issues. • Explain the importance of the modeling techniques they used.

Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.

Description: This report explores estimation of employee stock options exercise behavior and option cost to firms.

Description: Different mortality projection methodologies are utilized by actuaries across applications and practice areas. As a result, the MIM Advisory Group developed a single framework to serve as a consistent base for practitioners in projecting mortality improvement.