Description: This abstract describes a presentation that introduces a new class of bivariate distributions whose marginals can be beta-generated.

Description: This abstract describes a paper that develops a saddlepoint approximation for the aggregate claims distribution and compares with some existing approximations.

Description: Public policy makers acknowledge that there exist significant tax incentives for the use of Registered/Qualified Pension Plans and RRSP's/lRA's. This is the abstract of a paper that first analyzes these tax advantages as to the component source, i.e., how much of the advantage can be attributed to the tax deductibility of contributions and how much is because of the non-taxation of the investment income until taken. The paper then attempts to determine and illustrate whether or not these elements of tax assistance should be viewed as tax deferral or tax waiver. The analysis shows that any tax advantages associated with the deductibility of contributions is only tax deferral. However, the paper proves that there is a permanent loss to the taxpayers associated with the non-taxation of earned investment income until taken which should be viewed as a tax subsidy or tax waiver. The paper ends with a short discussion of the public policy issues raised by these findings. From Actuarial Research Clearing House 1994, Vol. 1.

Description: Abstract for the paper which gives a unified approach to modern credibility models by using the theory of estimating functions.

Description: This is an abstract of the paper A Second Order SDE for the Force of Interest. In this paper, the author models the force of interest by a linear second order stochastic differential equation.

Description: This paper presents a new approach for pricing insurance contracts. The approach is based both on economic and probabilistic arguments. The novel property of this paper is that the pricing argument is based on two factors determining the insurer's expected profit: the first one is the net revenue from selling insurance contracts and the second is the possible loss due to insolvency. From the Actuarial Research Clearing House ARCH 1997 Vol. 1.

Description: When a pension plan surplus reaches a high level, distributing some of it may be desirable. This article proposes a percentile-based criterion for how much to give. From Actuarial Research Clearing House, Volume 2000,Vol.1.

Description: The author shares the story of his actuarial career and provides insight into the development of retirement today and the past and future of the pension actuary.

Description: Article describing how the process and means for an actuarial education has changed over the years.