Description: Presented at June 1996 Spring Meeting. This session discusses the pricing and underwriting of medical stop-loss insurance, including: self-funded medical insurance, provider excess market and HMOs.

Description: Uses Monte Carol simulation to discuss increase in aggregate stop loss claim frequencies due to changes in selling strategies, August 2000, Issue No. 38.

Description: The impact of benefit design on the cost of Aggregate Stop-Loss Coverage. Issue No. 42.

Description: Adding aggregating specific provisions to individual stop loss contracts reduces premium outlay but often priced incorectly by insurers. Includes lasering concept. Issue No. 46.

Description: This paper presents an introduction to collective risk theory. In collective risk theory one seeks to investigate directly the risk enterprise as a whole. Primary interest is focused not upon the gains, losses, or claims from individual policies but upon the amount of total claims or the total gain arising from all the policies in the portfolio considered. Followed by several discussion papers submitted.

Description: Current Issues In Stop Loss Market by Daniel L. Wolak from Health Section News, September 2001, Issue No. 41.

Description: This session explores the issues raised and logistical problems encountered in setting risk-based capital RBC factors for various health products. Also discussed is the development of surplus requriements for disability income products. From the Record of the Society of Actuaries, Volume 27, No. 1, Session 95

Description: Article builds on similar article in January 2002 issue and presents brief discussion on extra stop-loss risk. Health Section News, June 2002, Issue 46

Description: This session provides an overview of industry approaches to valuing the liabilities of nontraditional health products. Liabilities for losses that have been incurred but not reported and for losses that have been reported but not paid are examined. Includes a discussion on employer specific stop-loss, provider excess loss, critical illness and cancer insurance. From the Record of the Society of Actuaries, Volume 28, No. 2, Session 133

Description: Contains two separate articles, called notes. The first note, “A note on correlation in mean variance portfolio theory,” is an elementary discussion of how negative correlation coefficients can be, given any set of N random variables. The second note, “Two essential formulas in actuarial science and financial mathematics,” gives a more or less self-contained introduction to Jensen’s inequality and to another formula, which the author decided to call the “survival function expectation formula.”