Description: 2011 SOA Enterprise Risk Management Symposium, Chicago. This is the abstract of the referenced paper.

Description: Part 3 proposes solutions to the third of three flaws of the current financial model to obtaining the fair value of the public sector employer’s pension benefit liability.

Description: This paper examines the potential impact of increasing negative commentary by social media users in multiple forums, which can erode the “reputation capital” of a utility. It also offers an approach for successfully addressing that risk and integrating social media risk management practices into existing utility enterprise risk management (ERM) programs.

Description: Presented at Living to 100 Symposium, January 2011. This research studies coherent mortality modeling by combining a group of populations with similar period effects - e.g., mortality behaviors - in an effort to improve the stability of mortality modeling for older ages.

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: These are the discussant comments from Session 1A: Data Sources and Analysis from the January 4-6 2017 Living to 100 Symposium in Orlando.

Description: These are the discussant comments for the Concurrent Session 1B: Late Life Mortality Curves from the January 4-6, 2017 Living to 100 Symposium in Orlando.

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.