Description: The minimum distance estimator proposed allows for the selection of the best fitting family member without prior distributional assumptions. It is shown that this estimator is consistent and can be made either robust or asymptotically efficient. Its asymptotic distribution is derived and and illustrated with automobile insurance data. From the Actuarial Research Clearing House 1990 Vol. 1

Description: Technical paper on how to efficiently perform scenario testing for principle-based approaches.

Description: More Efficient Monte Carlo Simulations for Mortality Assumption Testing

Description: Discussion of the biases understatement of risk/reserves that arise when aggregating cells in modeling Variable Annuity Minimum Guaranteed Death Benefits

Description: A study on stochastic simulation literature as it applies to a health actuary.

Description: A summary of Modeling Section-sponsored sessions at the 2016 Life/Annuity Symposium, covering model risk management, model governance, and model efficiency.

Description: Health Watch, Issue 79, December 2015, Health Watch

Description: Products that serve consumers are increasingly complex, creating a real need to help management understand risk exposure in real time. The root of the dilemma is that modeling the entire population, which is feasible with sophisticated computing technology, simply does not offer a practical response time. New modeling techniques such as replicated stratified sampling may help executives better understand risk.

Description: Summary of the health section council’s research project to assess the accuracy of commonly used IBNR estimation methods over a wide range of scenarios.