Description: “X” Factor—Modified Select Factor Adjusted Mortality Rates by Larry M. Gorski from The Financial Reporter, May 1999, Issue No. 39.

Description: Reflections of a Regulatory Actuary by Larry Gorski

Description: Mortality Credibility and its use within VM-20.

Description: Continued look at unlocking of traditional contract valuation assumptions, this time examining the frequency of true up for actual experience.

Description: Results of a company practice survey is presented. Among the areas to be addressed include the structure of accelerated underwriting programs, how programs are monitored, how accelerated underwritten business is performing relative to expectations, and how companies are considering accelerated underwriting cohorts in the context of VM-20 assumption setting.

Description: In this paper we use expectations of different random variables to define the notions of retrospective, prospective, individual, and aggregate net premiums for plans with contingent obligations.

Description: This paper deals with the problem of determining the effect on reserves of variations in the assumptions. A general approach to this problem is presented and then used to extend Lidstone's theorem, mainly to cases involving a nonmonotone critical function. From Transactions of Society of Actuaries 1981, Vol. 33.

Description: Mortality improvement rates for AG38 for 2017.