Description: This paper compares percentile estimates of a large number of cash flow testing scenarios, where only a very small number fall in the ruin tail, by parametric and non-parametric methods.

Description: In this paper the author presents an application of Bayesian forecasting methods to the estimation of reserves for outstanding claims. He assumes that the time number of periods it takes for the claims to be completely paid is fixed and known, that payments are made annually and that the development of partial payments follows a stable pay-off pattern. From Actuarial Research Clearing House, 2003, Vol 1.

Description: These are presentation slides to supplement, Mortality Under Standard Individuality Life Insurance Between 1999–2002 Anniversaries from ARCH, January 2006.

Description: Addresses Scheel's proposal for splitting life insurance between its savings and death benefit elements in order to reduce total variance of the risk. This paper refutes Scheel's proposition.

Description: This paper shows the mortality element can be partially isolated allowing an exact annuity value to be readily obtained at any interest rate. From the Actuarial Research Clearing House 1979, Vol.2.

Description: Abstracts of various papers published in ARCH 1983 Vol. 1

Description: Discusses the Canadian Institute of Actuaries' disability morbidity study to update the 1964 CDT and explains the techniques used to interpolate incidence rates from the 1964 CDT.

Description: This article considers the challenges that need to be addressed in the cost analysis of long range social insurance programs, which in the US is now over a period of 75 years. The main thrust of this paper is the consideration of population changes however, the effects of economic elements cannot be ignored. From Actuarial Research Clearing House, 1984 Volume No. 1.

Description: In this paper, a general multivariate duration analysis is introduced that does not depend on a mathematical formulation of the way in which a yield curve moves. Consequently, complete price sensitivity information is derived which is equally applicable in all yield curve environments. In addition, this model is practical and relatively easy to apply. From the Actuarial Research Clearing House ARCH 1989 Vol. 2.

Description: This paper examines four and-a-half years of prescription records for an elderly population who have relatively comprehensive out-of-hospital drug coverage under the Pharmaceutical Assistance Contract for the Elderly program in Pennsylvania. The result is a discussion of the determination of non-parametric estimations of the distributions. From Actuarial Research Clearing House 1991, Vol 1.