Description: Summary of SOA research report "Optimizing Risk Retention" which applies parametric survival models and Monte Carlo simulation to a block of term life business.

Description: A case study, in which we applied survival models to analyze the persistency of a life company in Asia and develop a strategy for actively managing the ...

Description: Feature article discussing one of the themes of last year’s Living to 100 Symposium; socio-economic differences in mortality.

Description: Socio-economic mortality differentials are important to insurers, reinsurers as well as the general public. Detecting them, tracking them and explaining them is the subject of ongoing research and debate within the actuarial community as well as the wider public. The intention is to raise awareness within the reinsurance section membership for mortality differentials and concentration risk, as well as highlighting the value of interdisciplinary work and modern statistical methods. This intention overlaps with the goal of the SOA's Living to 100 Symposium, to be held in January 2017 in Orlando, Fla.

Description: A discussion about the effects of living to 100 on the insurance industry.

Description: Pricing longevity swap reinsurance transactions consists of a number of different actuarial tasks, each of which hides potential pitfalls. The article outlines the pricing process, which includes a detailed analysis of current mortality experience of the portfolio to be transferred, choice and calibration of an appropriate model for mortality improvement trends and the calculation of a risk margin which reflects the uncertainty associated with the pricing best-estimate, which includes mis-estimation risk, model risk, longevity basis risk and stochastic uncertainty.

Description: A practical guide to survival models—Part 1.