Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.

Description: Summary of the Life and Health Actuarial Task Force Meeting held in September, 2003

Description: This article reports the maximum statutory valuation and nonforfeiture interest rates for calendar year 2004 issues of life insurance products and the maximum statutory valuation interest rates for calendar year 2003 issues of annuity products.

Description: Discussion of solvency problems and the actuary's role in addressing them in the life insurance industry.

Description: A discussion of the role and responsibilities of actuaries beyond crunching numbers

Description: This 1978 panel discussion is about personal casualty lines on a group basis. It focused on: 1. The traditional approaches of group life and health versus individual policies for fire and casualty 2. Problems in product design and underwriting, and 3. The impact of federal income tax laws. 4. Regulatory constraints. The discussions were primarily on personal automobile insurance.

Description: This presentation is a concurrent session from the joint Society of Actuaries/Casualty Actuarial Society Meeting held April 10-11, 1978 in New York City. The panelists discuss a range of topics dealing with risk classification, including retirement benefit plan design considerations, the implications of the federal equal pay act and federal civil rights act, court decisions, possible effects of extension of age discrimination laws, and use of unisex tables, annuity contracts, the impact on health and disability insurance of pregnancy legislation in court decisions, and handicapped person legislation and regulations. Workmen's Compensation, individual life, and individual property and casualty coverages are also discussed. The panelists ask whether the Society of Actuaries and Casualty Actuarial Society should be doing more research. Discussion from Participants is included. From the Record of Society of Actuaries, Volume 4, No. 1.

Description: This 1978 session focused on regulatory considerations in Group Health Insurance focused on the following questions: 1. What is the impact of National Health Insurance and Federal Hospital Cost Control? 2. What is the impact of non-discrimination legislation and regulation? 3. What is the impact of recent OASDI financing changes and changes in mandatory retirement age? 4. What is the future of multi-employer trusts and self-insurance?

Description: This 1978 session focused on Individual Life Products in the Employee Market. Topics included: 1. What is the current status of the Section 79 market. 2. The Retired Life Reserve concept. 3. Trends in Deferred Compensation products. 4. Recent activity in the Key Person and Split Dollar markets.

Description: 2003 Valuation Actuary Symposium, San Diego, CA. This session discussed the considerations in performing due diligence on a reinsurance partner and the impact of deteriorating credit quality. Topics included: 1. Letters of credit 2. Arbitration and disputes. 3. Impact of mergers and acquisitions. 4. Offshore reinsurance. 5. NAIC issues.