Description: This paper addresses various modifications of the Kimeldorf-Jones Bayesian graduation method. These enhancements entail the use of time series and eigenvalue decomposition. By augmenting the existing method one can empirically smooth the Kimeldorf-Jones technique. From Actuarial Research Clearing House 1991, VOL. 1.

Description: Spreadsheet of sample calculations for extreme value theory. Extreme value analysis seeks to assess, from a given ordered sample of a given random variable, the probability of events that are more extreme than any observed prior.

Description: 1998 Valuation Actuary Symposium. The panelists discussed applying economic scenario generators in the life insurance business, a particular generator that has been developed at SS&C Technology Company, a way of reducing the number of scenarios to get the maximum amount of information, and what to look for in a software vendor.