Description: This paper expands on the traditional three-factor interest, mortality, and expenses dividend contribution formula to propose a new dividend structure. The structure and formula are derived from the most generalized equation of equilibrium, and each dividend class is treated as an ongoing microcosm. From Society of Actuaries Financial Reporting Monograph, M-AS99-1.

Description: This is the informal discussion transcript from Session 5A: Mortality and Longevity Research from the January 4-6, 2017 Living to 100 Symposium in Orlando.

Description: These are the discussant comments for the concurrent session 3B: Comparing Mortality of Different Groups from the January 4-6, 2017 Living to 100 Symposium.

Description: This is the informal discussion transcript from Session 3B: Comparing Mortality of Different Groups from the 2017 Living to 100 Symposium in Orlando.

Description: Presented at Living to 100 Symposium, January 2002. This paper is a first attempt to assess which group of mortality trajectories proposed by various researchers is confirmed by empirical data between the age of 110 and 115 years when the exponential trajectories on the one hand and the logistic or quadratic trajectories on the other hand have diverged sufficiently.

Description: These are the discussant comments for the concurrent Session 3A: Mortality Inequality: Impact of Socioeconomic Factors

Description: This paper builds a model that quantifies the natural hedging benefits of a portfolio of both variable annuities and equity indexed annuities. The model is based on risk-neutral option pricing theory and risk-adjusted performance measure, RAPM. Through a double-tier simulation framework, an optimum product mixture of those two contracts is achieved that provides the best RAPM and therefore deploys capital the most efficiently. From 2006 Enterprise Risk Management Symposium, M-AS06-1.

Description: This is the informal discussion transcript for Concurrent Session 2A: Drivers of Future Mortality for the January 4-6, 2017 Living to 100 Symposium in Orlando.

Description: Paper presented at Living to 100 symposium January 2002. Study describes the increase in life expectancy at birth in Japan, the emergence of centenarians, the trends in the number of deaths of centenarians, and the increase in maximum reported age at death. Death rates above the age of 100 in Japan since 1963 are computed and analyzed. This study completes and updates results presented in a previous study Robine and Saito, 200X.

Description: This is the informal discussion transcript for Concurrent Session 1B: Late Life Mortality Curves at the January 4-6, 2017 Living to 100 Symposium in Orlando.