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: Summary of the SOA's research report Modern Deterministic Scenarios for Interest Rates, which developed interest rate scenarios for use in cash flow testing.

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

Description: This summary explains the techniques used and the results from the application of futurism techniques utilized to explore mortality improvement. From the 2008 SOA Spring Meeting, Quebec City.

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

Description: Focusing on the topic of Principle Based Reserves (PBR), the SOA offers on-demand education. The PBR series consists of ten micro-lessons providing foundational education on PBR and requirements of VM-20.

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