Description: This is a paper from the session on Mortality Projection and Cause of Death at the January 15-18, 2023, 2023 Living to 100 Symposium in Orlando, Florida.

Description: This paper develops the binomial version of the Lee-Carter model and provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks.

Description: This paper develops the binomial version of the Lee-Carter model and provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks.

Description: This study develops mortality ratios, using contemporary population tables as the base, for the 897 Fellows of the two predecessor bodies to the present Society observed to anniversaries in 1985. A discussion of the paper follows. From Transactions of Society of Actuaries 1990, Vol. 42.

Description: Over the past few years, the SOA Research Institute’s Mortality and Longevity Strategic Research Program has initiated studies to provide insights into the overall historical U.S. population mortality trends. During this webcast, presenters will discuss how causes of death are influencing the trends. Various perspectives will be considered including, age, period, cohort effects and cause of death mortality by socioeconomic decile/quintile. Additionally, obesity and the impact on mortality and morbidity costs in the U.S. and Canada will be examined.

Description: This is the abstract of a paper that analyzes the effects on the funding and the contribution rate in hybrid pension schemes when the only source of unpredictable experience is through volatile rates of return.

Description: A discussion of the various Pension Plan Asset Valuation Methods. FromThe Pension Forum, August 2001, Volume 13, Issue No. 1.

Description: We apply grouped functional time series forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term annuities.

Description: The motivation for various asset valuation methods and their properties are briefly described. Some smoothed value or market-related methods based on arithmetic averaging and exponential smoothing are considered and their effect on funding is discussed. Suggestions for further research are also made.

Description: Full version of The Pension Forum, August 2001, Volume 13, Issue No. 1.