Description: Annual reports of the U.S. Social Security Trustees present 75-year financial projections of the system under three different deterministic sets of economic and demographic assumptions or scenarios. The extent of the divergence between these scenarios provides useful information concerning the range of possible outcomes, but, in the absence of stochastic model projections, no probability measure can be assigned to the three scenarios, apart from being described as intermediate, low-cost and high-cost. Demographic research and stochastic model forecasts of U.S. population suggest plausible hypotheses for analysis of the divergence characteristics of the actuarial solvency ratios implied by the three deterministic scenarios. Available data from the 2002 Trustees’ report are presented and various statistical measures are developed to aid in the assessment of plausible associated probability measures for the scenario projections.

Description: This dissertation is about methods for assessing mortality risk in regard to insurance and annuity transactions. Although the basic methods and formulas are general, most of the applications made here deal with life annuity transactions, with particular emphasis on pension situations.

Description: The results of a mortality study for Canadian pensioners are presented. From Actuarial Research Clearing House, January 2000, Volume 1.

Description: This paper shows how discrete multivariate analysis or multidimensional contingency table methods may be applied to data arising in actuarial work. A brief introduction to the theory is followed by two detailed examples of its application. Finally, the concluding remarks indicate how the procedure could be incorporated into a complete rate-making procedure. This work was performed for the U.S. Department of Housing and Urban Development.

Description: The objectives of this paper are to determine the extent to which Makeham's or Gompertz's laws describe recent insurance and population mortality analyze how the constants in the two laws vary with respect to some factors and propose a simple extension to Makeham's law to account for recent departures from the laws, related to difference in sex. Presented at Actuarial Research Conference at Ball State University, September 1, 1978

Description: Research on the elementary models of the reserve fund for the old-age, survivors and disability insurance OASDI in the United States. From the Actuarial Research Clearing House 1991, Vol.1.

Description: View the ARCH Table of Contents 2020.2.

Description: This foreword announces that this will be the last printed issue of Actuarial Research Clearing House [ARCH]. To keep pace with technological change, ARCH now enters its next stage of evolution. Beginning with the 2001.1 issue, ARCH will be available electronically on the Society of Actuaries' web site www.soa.org. No printed accumulation of these articles will be available in book form.

Description: Table of Contents

Description: This presentation from the 1998 Actuarial Research Conference is about about retirement plans in the late 1990's. From Actuarial Research Clearing House 1999, Vol. 1.