Description: Discussion of the Society of Actuaries Report on Mortality Improvement Survey from March 2003 survey from the summer of 2000

Description: Presented at September 1994 Valuation Actuary Symposium. Discusses the differences in modeling separate account products vs. general account products.

Description: Tillinghast conducted a survey of mortality tables that life insurance companies used for pricing life products in 2001. One objective was to determine the underlying table being used, and the prospects of the 2001 CSO-related tables becoming a new basis for mortality measurement. This article summarizes some of the results.

Description: Article on mortality anti-selection - different versions of the Dukes/MacDonald approach to measuring mortality anti-selection resulting from high lapse rates and/or term products with explicit re-entry provisions.

Description: From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Technical discussion of asset modeling concepts and techniques

Description: Discussion of a direct writer survey and a reinsurer survey conducted in the fall of 2002 by the Society of Actuaries. The surveys asked a number of questions about underwriting criteria needed to qualify for preferred risk. They also asked questions about the percentage of issues in each underwriting category and the mortality assumptions for the different categories.

Description: Presented at June 1985 Spring Meeting. The session discussion is about markets, methods of distribution, product design, actuarial cost factors, regulation and administration.

Description: The most popular term product, guaranteed level premium term typically, with level premiums for 10, 20 or 30-years has basic reserves under 1980 CSO that are significantly larger than needed. The 2001 CSO may provide substantial relief from these excess reserves. This article discusses how much impact on profits this relief may provide.

Description: Discussion of the appropriate use of geometric versus arithmetic average returns to use in a stochastic interest rate generator to be equivalent to a deterministic single interest rate scenario.

Description: Presented at October 1986 Annual Meeting. This session discussion is about interest-sensitive products and methods of arriving at current rates, current regulatory restraints on illustrative rates, illustrations of vanishing premium products, advantages of deferring taxes on inside build-up, trends toward emphasis on marketing of financial services and buy term and invest the difference.