Description: Read the ARCH 2013.1 Proceedings editor's comments.

Description: ARCH Editor's Comments - 2016.2

Description: ARCH is an informal electronic publication presenting current actuarial research, which the Education and Research Section of the Society of Actuaries offers to members and friends of the actuarial community. Read more from the editors.

Description: Presented at October 1986 Annual Meeting. This session discussion is about the use of simulation, or Monte Carlo, techniques to analyze complex insurance models such as estimating reserves, solvency considerations, and estimation of mortality and distribution of aggregate losses with the aid of a computer program

Description: A fuzzy random variable [FRV] has been conceptualized as a vague perception of a crisp but unobservable random variable [RV] and also as a random fuzzy set. Since actuaries seem receptive to these notions of FRV, and there are sources of uncertainty that RVs can not accommodate, but FRVs can, one would expect FRVs to be a component of the actuarial arsenal, but generally this is not the case. Assuming that the reason for this is that potential users are not sufficiently familiar with FRV methodology, the purpose of this article is to help alleviate this situation by presenting a FRV primer.

Description: This article uses a Bayesian approach to persistency to explore pension cost projection variability. The analysis includes the specifications of the model and how the model might be used to generate confidence intervals for pension cost projections.

Description: This paper is a sequel to Shapiro et. al. in that it discusses a similar role for CAI in topics specific to the text Actuarial Mathematics, by Bowers et. al 1986. The topics covered are the previous topics of actuarial notation, basic concepts, and what-if analysis, along with some new ideas for the presentation of stochastic models.

Description: This paper presents a history of traditional topics like actuarial cost methods and assumptions, the history of past inquiries into the dynamic and stochastic nature of pension costs, and the perceptions and concerns of pension actuaries of the past. From The Future of Pension Plan Funding and Disclosure Monograph, M-RS05-1.

Description: The purpose of this research is to analyze recent court cases that focused on excessive contributions to small defined benefit plans. The implications of the cases is important because it provides insight into appropriate paradigms for the funding of private retirement plans. From the Actuarial Research Clearing House 1994, Vol. 1 .

Description: This is a letter from Jan M. Hoem to Arnold F. Shapiro about Exposed-to-risk considerations based on the Balducci assumption and other assumptions in the analysis of mortality.