Description: This paper describes a current approach to capital allocation, tail contribution analysis TCA, and then compares it to an alternate method called economic profit analysis, EPA. The advantages of EPA over TCA are then outlined. From 2006 Enterprise risk Management Symposium, M-AS06-1.

Description: Discusses good sources of mortality data and possible distortions in the data.

Description: This is the Introductory Study Note for the Society of Actuaries Financial Economic Theory and Engineering examination for Spring 2012 that will be given on Thursday, April 26th, from 8:30 a.m. - 11:45 a.m. and 1:30 p.m. – 4:45 p.m.

Description: Panelists in this session at the 2004 Valuation Actuary Symposium discuss current embedded value and fair-value practices, similarities and differences between embedded value and fair value, and benefits and drawbacks of embedded value, fair value and other measurement systems for internal management purposes.

Description: Announcement of the best article published in the Reinsurance News in 2021.

Description: This paper represents a brief progress report on research, being sponsored by the Casualty Actuarial Society and the Society of Actuaries, in the area of modeling of economic series. In particular, research is being undertaken to provide a foundation for the actuarial community’s modeling of a variety of economic variables, including interest rates, equity returns, inflation, unemployment rates, and real estate price levels. The specific objectives of this research are to provide a summary of the literature in the area of economic scenario modeling, identify data sources and methodologies in this area useful to the actuarial profession, and produce working software for economic modeling, including appropriate documentation, to be made available to the general actuarial community in order to allow actuaries to use and build upon this research. From Actuarial Research Clearing House 2004, Vol. 1.

Description: Commentary on practical observations resulting from constructing and running Economic Capital models. Possible standardization of assumptions and result interpretation are morphing even though use of E.C. models has now been around for years.

Description: The focus of this article is to provide background to actuaries on the updates in the employer stop loss medical insurance market including underwriting and pricing trends.

Description: The author makes 10 predictions of how risk management will change over the next decade.

Description: This 1977 report provided morbidity experience under individual health policies in force during the 1973 and 1974 calendar years.