Description: This abstract describes a study that presents a hypothetical example of a UK term annuity firm and studies its solvency over the period 1985-2010 under various economic capital calculation approaches.

Description: In many countries, insurers and banks are separately regulated. In some countries, banks and insurers are not allowed to be part of the same conglomerate and share capital. This raises questions about the efficient use of capital and return on equity to shareholders. This is the abstract of an empirical study that views economic capital from a solvency perspective with the focus on downside risk. The key question addressed is 'What efficiencies, if any, are gained by allowing banks and insurers of different types to merge and thus share capital.' We examine to what degree bank and insurer performances have been correlated historically, especially in the downside tail. This case study is based on Canadian banks, life insurers and property-casualty insurers.

Description: This abstract describes a presentation that highlights technological, demographic, cultural, criminal, regulatory, and global market changes that foreshadow threats to marketplace firms’ survival.

Description: The abstract for the paper The Impact of The Equity Risk Premium and Population Aging on The Canadian Retirement Savings System.

Description: This abstract describes a paper that generalizes the Poisson process to a renewal process, especially Erlang (n) renewal processes.

Description: This abstract describes a paper that investigates the extent of increasing the Social Security full retirement age in order to reduce the program’s funding deficit.

Description: This abstract describes a paper that reverses the sequence of the Euler (or gradient) allocation technique by calculating the marginal costs of risk exposures for a profit maximizing financial institution with risk averse counterparties, and then identifying a closed-form solution for the risk measure whose gradient delivers the correct marginal costs.

Description: This is the Health and Social Care Analysis Regarding the State of Canadian Women Living in the Alone Stage of Retirement paper authored by Douglas W. Andrews and Lori Curtis for Session 4B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This is the Health and Social Care Analysis Regarding the State of Canadian Women Living in the Alone Stage of Retirement abstract authored by Douglas W. Andrews and Lori Curtis for Session 4B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: The abstract for the paper The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed Death Benefits.