Description: This abstract describes a paper that considers various specifications of the general discrete time risk model in which a serial dependence structure is introduced between the claims for each period.

Description: Presented at May 1986 Spring Meeting. This session discussion is about the purposes, tools and methods available, scenario testing, updating, special issues and problems. This discussion anticipates the development of new Valuation Actuary reserve adequacy opinion requirements.

Description: This article describes the use of artificial society modeling to gauge the effect of insurance agent population and effectiveness on individual life insurance sales. This is part of an ongoing effort to extend the use of one type of agent-based modeling beyond health care, but is far from a practical application at this point.

Description: According to the Actuarial Standards Board’s Actuarial Standard of Practice No. 49 (ASOP 49), actuarially sound Medicaid managed care capitation rates will include a provision for underwriting gain in order to provide compensation for the risks assumed by an MCO. However, there is no generally accepted method for quantifying underwriting gain in managed Medicaid capitation rates. This article discusses a new model developed to address this void and calculate underwriting gain. The model was developed by researching existing financial literature and performing a statistical analysis of industry data to build out a framework that can be leveraged to estimate underwriting gain.

Description: The Society of Actuaries (SOA) Research Institute received a grant from the U.S. National Science Foundation (NSF) to educate insurance actuaries on the use of wildfire risk datasets and models to be developed by researchers from academia and the U.S. National Aeronautics and Space Administration (NASA).

Description: The article describes the key components of actuarial model, leading practices in designing them, and characteristics of well-built models.

Description: Presented at Living to 100 symposium, January 2002. This paper proposes a standard operating procedure for testing the Gompertz assumption using yearly age-specific mortality data, and the impacts of the data collection period and population sizes on the testing results are discussed.

Description: Appendix D is round 2 - reasons for projections from the Delphi study. See SOA website Research section for the full report of the Delphi Study of Economic Variables Report along with all the appendices.

Description: Specifies 6 rules which help shape not only good crime-scene analysis, but good futures practice, as well. These rules address project management and control.

Description: A summary of the activities of the Forecasting & Futurism Section, including research initiatives, participation in Delphi studies and sponsoring of seminars.