Description: The purpose of this paper is to explain several actuarial-demographic-statistical techniques and show their application in medical investigations. Actuarial Research Clearing House 1979, VOL. 1

Description: The study is based on a sample of actuarial reports attached to the form 550C3, Schedule B, which were sent to the Department of Labor during the period June 1976 to May 1977.

Description: One of the most important problems in Finance is the valuation of financial securities written on underlying assets whose prices are subject to uncertainty. This paper presents a technique to estimate the unknown stochastic volatilities by solving the inverse problem associated with the parabolic partial differential equation governing risk neutral derivative security prices. This technique can be applied in a very general multi-factor setting and numerical examples are provided.

Description: Shows how to use personal information such as medical history, family characteristics, etc. in a logical statistical fashion for the purpose of modifying an existing mortality table to reflect the collected underwriting information.

Description: This is the abstract of a paper that demonstrates how to apply a variety of property-liability insurance financial pricing techniques to a single hypothetical, but representative, company. Both company and economic parameters are varied in order to examine the sensitivity of indicated underwriting profit margins from these techniques to different company situations and economic environments, and to highlight the differences between the techniques at a practical level.

Description: The object of this paper is to present several aspects on the valuation of bonds which are not usually in textbooks but very important to consider in countries with inflation. The analysis of bonds must consider the economic background, the consequences of the monetary policy and the retrospective and prospective evolution of the particular index of each bond. From the Actuarial Research Clearing House 1990 Vol. 1.

Description: A presentation on the principle of equivalent utility from the 2001 ARCH. Contains both the static and dynamic model as well as examples with exponential utility.

Description: This paper discusses the rectangulatization of the survivorship curve and some related puzzling deviations between expectations and observations. From Actuarial Research Clearing House 1991, VOL. 2.

Description: This is a August 1, 1990 memorandum sent to selected members of the Society of Actuaries announcing the creation of an Education and Research Section. From Actuarial Research Clearing House, 1991 Vol. 1.

Description: The purpose of this note is to show how certain formulas of life contingencies can be derived almost painlessly under the uniform distribution of deaths assumption.