Description: This document provides answers to the exercises in the report titled Complexity Science – an introduction and invitation for actuaries:.

Description: Read the August 2020 issue of The Modeling Platform published by the Modeling Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.

Description: This abstract describes a paper that considers an alternative way of estimating distribution parameters for nonnegative random variables.

Description: The purpose of this paper is to illustrate the method of Lagrange multipliers complete with simple examples. The author suggests that this methodology is ideally suited to the investigation of minimum variance plans. From the Actuarial Research Clearing House 1987 Vol. 1.

Description: This article reports on the activities of an ad-hoc group formed to help generate research on creating models for actuarial purposes.

Description: This abstract describes a paper that proposes a Bayesian hierarchical model to analyze intercompany claim triangles.

Description: This session from the 1994 Valuation Actuary Symposium covers the collapse of the real estate market in the early 1990's and the problems it created in cash flow testing and valuation work. It also covers an integrated asset/liability model and the applications beyond cash flow testing including an example for an SPDA.

Description: This discussion focuses on actuarial reports to management. From Record of Society of Actuaries, Vol. 1, No. 1.

Description: Results of 2019 survey to their subgroup members.