Description: Provides a summary of investment sessions at the March 2015 Investment Symposium in Philadelphia

Description: This column highlights the hobbies, pastimes and personal interests of SOA members.

Description: Read the August 2018 issue of Risk Management published by the Joint Risk Management Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

Description: Stress tests and scenarios are often used as an informative tool to help stakeholders understand the risk profile of a firm. These analyses are often informational only and not directly linked to internal decision-making. This paper describes our approach to integrating stress tests into a regular decision-making process as part of our Own Risk and Solvency Assessment (ORSA). We have implemented a framework and analytical process that both enhances management’s understanding of our risk profile and links that to the development of our risk appetite. In this applied paper, we describe the framework and supporting analytics we established to achieve this goal and the practical implications for obtaining buy-in from senior management to establish this as an ongoing process.

Description: The Effect of Medical Technology on Health Care Cost, the Effect of Health Care on Longevity and Vice Versa.

Description: Analyse the increase in the number of centenarians in Quebec (Canada) across birth cohorts (1871 to 1901). Outline some of the demographic mechanisms involved.

Description: Application of Extreme Value Theory to oldest ages mortality modelling .

Description: This article proposes a framework for estimating mortality improvement models and analyzing the parameter uncertainty in such models.

Description: We apply grouped functional time series forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term annuities.