Description: There are three commonly used methods for compiling exposure and death data for use in obtaining crude mortality rates. They are lives, policies and amounts of insurance. This paper investigates the properties of estimators based on lives, amounts and robust alternatives. It is concluded that lives provide the best estimator, even when there is a moderate dependence of mortality rates on amounts of insurance. Presented at the Fourteenth Actuarial Research Conference, lowa City, lowa, September 6, 1979.

Description: This paper studies a smoothing spline Poisson regression model for the analysis of mortality data. From Actuarial Research Clearing House 2006, Vol. 1.

Description: View the complete issue for the August 2014 Reinsurance News newsletter.

Description: The theory underlying the Moving Weighted Average graduation method is restated in the language of linear algebra which provides for an enrichment of the family of formulas. A comparison of the results of applying six members of the family to 100 simulated data sets is provided.

Description: This paper is from Transactions of Society of Actuaries 1955 Volume 7, Number 17. The author notes that recent advances in calculating equipment make possible producing graduations much more elaborate than any done previously. The paper confines itself to the problem of graduating a single column of rates, such as an ultimate column, using a Whittaker-Henderson B graduation of the fourth order. The author provides a detailed description of the process with significant mathematical theory.