Description: Editorial that explores how underlying issues of the economic bubble were actuarial in nature.

Description: Applies the economic concept of negative externality (where firms profit but create unacceptable social costs) to systemic of financial institutions. Identifies alternatives to the traditional (Pigou) response of taxing the firm.

Description: Discussion of direct primary care and how it helps with several challenges in health care today. DPC improves care coordination, improves outcomes, improves doctor and patient satisfaction, and reduces spending. DPC successes promote the view that primary care should not be covered by insurance; rather, it should be paid for directly.

Description: This article focuses on one fundamental modeling assumption — the choice of a benchmark rate or risk-free rate. The author looks at this bond market assumption as a case study of how one needs to monitor fundamental market changes for their impact on assumptions.

Description: A discussion of the theoretically correct approach to the valuation of cross-border insurance ventures

Description: discussion of an insurance product which ensures the payment of an anticipated tax refund, in order to allow the taxpayer to borrow against that refund to meet liquidity needs.

Description: Presenter discusses issues related to alternative care, as well as SOA activity in regard to alternative care. From the Record of the Society of Actuaries, Vol. 24, No. 1.

Description: Open meeting of the Society's Health Benefit Systems Practice Advancement Committee and Health Section Council, as well as the American Academy of Actuaries' Health Practice Council. The three committees review ongoing projects in the Health Practice area. From the Record of the Society of Actuaries, Vol. 24, No. 2.

Description: This is an in-depth look at the root causes of the subprime mortgage crisis and ways actuaries can eliminate the problems. From the Actuary Magazine, April/May 2010 – Volume 7 Issue 2.

Description: Discussion of significant anomalies in option pricing due to the independent identically distributed assumption of the Black Scholes formula.