Description: This paper examines some of the effects of mortality improvements on traditional defined benefit plans. From The Future of Pension Plan Funding and Disclosure Monograph, M-RS05-1.

Description: These are the Discussant Comments by Douglas W. Andrews for the Retirement Strategies 2B Session of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: These are the Discussant Comments for the Pensions and Longevity Risk Session 5B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: These are the Discussant Comments by Allen M. Klein for the Mortality Improvement Session 3B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This paper attempts to advance practice and methodology with respect to life insurance company valuation. From Society of Actuaries Financial Reporting Monograph, M-AS99-1.

Description: This paper introduces and illustrates a new version of the Monte Carlo method that has attractive properties for the numerical valuation of derivatives. Quasi-Monte Carlo methods use deterministic sequences that are quasi-random sequences that result in better convergence and deterministic error bounds.

Description: This is the A Study into the Impact of Pre-Programmed Health Risks in Retirement Planning paper authored by N. V. Subramanyan for Session 1B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: Presented at Living to 100 Symposium, January 2002. This paper is a first attempt to assess which group of mortality trajectories proposed by various researchers is confirmed by empirical data between the age of 110 and 115 years when the exponential trajectories on the one hand and the logistic or quadratic trajectories on the other hand have diverged sufficiently.

Description: This paper uses stochastic simulation technology to present a risk metric for defined benefit pension plans that provides improved measures of the plan's solvency and provides a tool for pension plan managers to determine the value of risk mitigation activities. From 2006 Enterprise Risk Management Symposium, M-AS06-1.