Description: This paper considers the distribution of aggregate claims of an insurer. The general form of the distribution is considered initially, and, after a few mild restrictions are imposed, it is characterized as being a compound distribution. Followed by one submitted discussion paper.

Description: In this paper, the coefficients of the minimum-Rz moving-weighted-average formulas are derived using matrix algebra and the method of Lagrange multipliers. Reviewer's note: This mathematics can be useful in the graduation process of mortality and morbidity table construction

Description: Discussion of how to obtain tight upper and lower bounds on E[hX] for a given function h, and a random variable X with three known moments.

Description: A presentation of a mathematics/statistics based approach for determining credibility factors for possible use in group health insurance premium rate setting and experience refund setting. Includes supporting mathematical proofs of approach. Followed by discussions submitted by several people

Description: This paper demonstrates an approach of modeling experience, and then interpreting the model and residual errors.

Description: This articles describes some of the industry issues that new-generation risk modeling technologies can address and the emerging technology of simultion as it applies to risk modeling.

Description: Gives examples of the difference between actual data distribution of investment returns compared with lognormal assumptions.

Description: From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Discussion of financial modeling considerations including: • Model platforms • Model structure • Static and dynamic model validation techniques • Data integrity

Description: Presented at October 1996 Annual Meeting. An update on Futurism Section activities followed by an introduction to common techniques of futurism. Examples are given how actuaries can use these techniques in their day-to-day work.

Description: This article describes the key elements of a review of an economic scenario generator (ESG), including scoping, parameters, models, and model efficiency.