Description: Describes purpose of ARCH and editorial policy.

Description: This note points out that the non-linear parameter estimation technique presented in the Part 5 Study Note is in fact the Gauss - Newton method for the non-linear least-square problem.

Description: Because actuaries fit models for a variety of situations, particularly with regard to data modifications, it is useful to have a single approach. Though not optimal or exact for a particular model or data structure, the method should be reasonable for most all settings. Such a method is proposed in this article. Actuarial Research Clearing House 2003, VOL. 1

Description: This risk bulletin, published by the Society of Actuaries, provides insights and expertise on critical business issues from industry leading enterprise risk management actuaries.

Description: Discusses a method for division of workload in a consulting firm in a way which will minimize cost.

Description: From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 In this session the panelists discussed the issues related to the actuarial aspects associated with the demutualization process. The issues discussed included: • Developing historical and prospective assumptions • Aligning the models used in the company’s philosophy regarding dividend determination and pricing • Creating experience assumptions when less-than-perfect data exist • Determining who gets what • Complying with actuarial and accounting standards

Description: The optional phase-in period for life principle-based reserves (PBR) has come to a close, and companies have put in the work to bring their PBR implementations across the finish line. With the mandatory PBR implementation deadline behind them, companies can turn their attention from compliance to model and process improvements. The presenters will outline lessons learned from PBR implementations and their applications to broader use cases, as well as resources that are available for PBR modelers. Discussion topics will include items such as: Model simplifications and validation Model run-time techniques Model scalability (e.g. adding new products / future assumption updates) Sensitivity testing Model projections Available PBR & other modeling resources (e.g. PBR practice note, ASOP 56)

Description: Principle-Based Reserving (PBR) is now upon us! Are you ready? Learn how Swiss Re's PBR Experience Sharing Solution can help you navigate this change.

Description: This abstract describes a paper that investigates model uncertainty arising from different ways of treating the operational loss data collection threshold.

Description: 1993 SOA Annual Meeting, New York. This session is about new developments in graduation methods.