Description: This is an investigation of the persistance of individual life insurance risk mortality differentials by utilizing an approach inspired by online predicitve markets.

Description: This paper develops a new method of determining long-range interest rate assumptions. Followed by discussion papers submitted by 2 authors

Description: This paper considers in more detail the differences between provisions necessary for nonparticipating and those necessary for participating adjustable life policies and will provide a possible means of designing nonparticipating policies that can adjust directly to future changes in mortality and interest valuation bases. A discussion of the paper follows. From Transactions of Society of Actuaries 1979, Vol 31.

Description: This paper looks at the development of life insurance premium rates based on their policy size, and the methods for doing so. Discussions of this paper are included.

Description: This report describes the results of a survey on reflecting risk in pricing. The survey expands on one conducted in 2003 and was expanded to include life, health, P&C, and non-North American insurance companies.

Description: Using data from a large insurance company, we construct a parametric model for the joint survival function based on a Hougaard copula function.

Description: This paper presents a generalized profits released model which resolves the difficulties of the traditional analysis posed by products that have fluctuating profits and losses over time or have no initial investment. Discussions of the paper are included.

Description: This paper discusses the special considerations involved in pricing a select and ultimate annual renewable term product. It covers such areas as expenses, conversion costs, and profit calculation, and devotes particular attention to the relationship between mortality and withdrawals on this type of product. From Transactions of Society of Actuaries 1980, Vol. 32.

Description: This paper develops a tool that may be useful in explaining the differences between earnings that are reported under GAAP and profits that are expressed as an internal rate of return.

Description: This paper outlines and illustrates the use of present value for the purpose of estimating future profits and in obtaining dividend scales. From Transactions of Society of Actuaries 1951, Vol. 3, No. 6.