Description: 1988 Valuation Actuary Symposium. The speakers in this session addressed the relative volatility of participating whole life versus universal life and the annual-premium versus single- premium basis.

Description: The purpose of this report is to start an informed debate on the issues surrounding the treatment of diversification in the solvency assessment of insurers. The members of the Chief Risk Officer Forum herein suggest a framework for how diversification should be treated within a prudential regulatory framework.

Description: Results of an SOA survey regarding the expectation for 2015 accruals for 3Rs and cost sharing reduction payments

Description: 1993 SOA Spring Meeting, Boston. This session discussion is about cash-flow testing as a management tool. Topics covered included: 1. Was the year-end process useful or a necessary evil? 2. How realistic were the assumptions used? 3. How much was pure guesswork? 4. What were the lessons learned from the exercise?

Description: This article discusses the Carter Report. It is a review of the Canadian federal system of taxation that would have far-reaching implications if enacted.

Description: This article describes the effect of different valuation interest rates and levels of surplus on income tax paid by life insurance companies via Phase 1 of the Federal Income Tax Act of 1959.

Description: This paper presents an analysis of the basic actuarial theory for life insurance policies which have fixed premiums, the entire reserve held in a separate account, the assets of which would be invested primarily in common stocks, etc. From Transactions of Society of Actuaries 1969, Vol. 21 Pt. 1, No. 61

Description: A commentary on whether or not the Illustrations Regulation has been successful.

Description: 2011 Enterprise Risk Management Symposium, Chicago. This study investigates whether simulation-based models can be used to predict liquidity risk for banks, which must comply with Basel III by January 2015. The paper looks at the process of developing a measurement framework using Black-Scholes and Merton’s asset-based models to measure liquidity risk.

Description: This is the panel transcript for the 2017 LT100 Symposium Session 2C: Impact of Aging: What Can Individuals and the Private Sector Do to Address Challenges?