Description: A study of the effect of random interest rates on life insurance programs and on annuities both certain and non-certain. This is done under several assumptions on the stochastic structure of the interest rates.

Description: This document contains the editorial policy for ARCH 2020.2.

Description: This abstract describes a paper that proposes a multi-population Global Vector Autoregression (GVAR) mortality model, in which the joint mortality dynamics of all populations are formulated in a large vector autoregression model with a set of contemporaneous global mortality factors.

Description: This paper is about the use of the table as a vehicle of pedagogic delivery

Description: In this paper the authors analyze data from group medical expense insurance claims and show that many insurance loss distributions have very 'heavy tails' because large losses represent a disproportionate fraction of the total cost. They also present a simple model to reproduce and explain the large loss behavior. From Actuarial Research Clearing House 1990, VOL. 2

Description: This is the announcement of the 26th Annual Actuarial Research Conference to be held on August 8-10, 1990 at the Unversity of Illinois at Champaign/Urbana, Illinois.

Description: Abstracts from all presentations at the 41st Actuarial Research Conference.

Description: In this paper procedures are considered which should enhance our understanding with regard to the assessment whether the level of mortality has changed significantly. From the Actuarial Research Clearing House 1979 Vol.2.

Description: This paper introduces a new direction for evaluating numerically survival probabilities pointed out by H. Seal in his book ‘Survival Probabilities: The goal of Risk Theory’. Some of special cases can be considered as a weighted Poisson process with an infinitely divisible mixing distribution. This property is well known for the negative binomial case [gamma mixing distribution].