Description: This paper investigates the effect of select birth cohorts on pricing of mortality-based securities, such as survivor bonds, life annuities in general, or portfolios of life annuities.

Description: Discussion among experts. From 2005 Living to 100 and Beyond Monograph, M-LI05-1.

Description: Discussion of the insurance purchase decision for corporations, using an ALM perspective of utilizing insurance to maximize the net present value of cash inflows minus out flows. Also discusses how ALM concepts can be used to value a corporation, using discounted values of cash inflows minus outflows and the risks the corporation faces with respect to the amounts or timing of those cash flows. From Asset-Liability Integration, M-FI02-1.

Description: A discussion of how in recent years, the unpredictability of cash flows has become a bigger source of risk than it was in the past for insurers. Includes a discussion of how some of the risk due to this unpredictability might be managed through asset management strategies. From Asset-Liability Integration, M-0FI02-1.

Description: An overview of the principles, underlying theories, and the various strategies employed in Asset/Liability management. From Asset-Liability Integration, M-FI02-1.

Description: This paper discusses the need for actuarial judgment to be used in conjunction with statistical analysis in the calculation of incurred but not reported IBNR claim reserves.

Description: Paper examines the existence of select birth cohorts of unusually high longevity improvement, their geographic locations, and their effect on retirement annuities. From 2005 Living to 100 and Beyond Monograph, M-LI05-1.

Description: Authors’ response to comments by Ryan Labs Asset Management on paper by James J. Rizzo Krzysztof M. Ostaszewski Piotr Krekora.

Description: Comments by Ryan Labs Asset Management on paper by James J. Rizzo Krzysztof M. Ostaszewski Piotr Krekora.

Description: The abstract for the paper An Investigation of Select Birth Cohorts.