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: The abstract for the paper Property/Casualty Insurer Economic Capital Using a VaR Model.

Description: This is the Discussion Summary by Erwin J. Tan for the Mortality Patterns Session 4A of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This is the Fully Funded Pensions for Centenarians abstract authored by Jonathan Barry Forman for Session 5B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: First of two research papers introduces and explores results of two metrics of financial stress among U.S. multiemployer pension plans.

Description: Discussion resulting from presentation of Held's Plastic Omega paper at the Living to 100 and Beyond symposium, Session 1. This is Held's response to Jay Olshansky's comments regarding his paper, which discussed research on the aging process.

Description: This is the informal discussion transcript for Concurrent Session 1B: Late Life Mortality Curves at the January 4-6, 2017 Living to 100 Symposium in Orlando.

Description: Using population data, mortality rates are projected for people who will attain age 80 in the future. Finally, the distribution of the maximum age at death that will be attained by a Canadian is investigated.

Description: Discussion of paper presented at Living to 100 and Beyond symposium. Discusses paper by Guo and Wang on the use of data mining to determine the key factors affecting mortality rates at older ages.

Description: The purpose of this paper is to build a bridge between the traditional methods of looking at financial risk and insurance risk. The paper starts by explaining the concepts behind VaR models of economic capital used in banking. Differences between actuarial and financial views of risk are reviewed and explained. The paper concludes with proposing, developing, and parameterizing a true VaR model of insurance loss reserve risk, which combines several lines of business. From 2006 Enterprise Risk Management Symposium, M-AS06-1.