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: Proposes setting premiums such that inflation and age could change the premium over time, rather than prefunding. The value may be to change the approach to pricing LTC and improve the risk.

Description: In calculations involving the distribution of total claims in a risk theory setting, several authors have found it desirable to approximate a risk-theoretic distribution by use of the incomplete gamma function. A recent paper evaluated an excess loss ratio premium by use of a gamma distribution whose first and second moments agreed with those of the risk-theoretic loss distribution. A discussion of that paper pointed out that a translated gamma distribution allowed one to make the approximate distribution agree with the risk-theoretic distribution as far as the first three moments are concerned. The method presented in this paper allows one to make as many moments of the approximate distribution as desired agree with those of the risk-theoretic loss distribution. From Transactions of Society of Actuaries 1966, Vol. 18, Pt. 1, No. 52.

Description: Presented at May 1996 Spring Meeting. Traditional reinsurers have become more conservative in recent years as the individual disability insurance industry continues to report poor financial results. Some reinsurers have exited the marketplace, while some others have raised rates, restricted certain coverages, tightened underwriting, and taken other actions to manage the risks. Thus, alternatives to traditional DI reinsurance are discussed.

Description: This article looks at stochastic techniques actuaries can use to quantify the non-market risks in insurance products and how stochastic techniques can be used in the evaluation of reinsurance arrangements.

Description: description of theme of the 2017 Canadian Reinsurance Conference

Description: discussion of the capital management alternatives for funding the additional reserves required due to Actuarial Guideline XXX

Description: This presentation is a panel discussion, session 92PD, from the 2000 Annual Meeting of the Society of Actuaries, held October 15-18 in Chicago. The panelists provide an introduction to the role financial reinsurance can play in today's competitive environment. They define financial reinsurance by comparing and contrasting it with traditional reinsurance, and explain how financial reinsurance can play a role in meeting specific business goals. The panelists examine the financial reinsurance marketplace and the economic, regulatory, and strategic considerations, and discuss the concept of statutory and GAAP risk transfer and the related accounting guidance. Discussion from participants is included. From the Record of Society of Actuaries, Volume 26, No. 3.

Description: This article will provide an overview of the development of Protected Cell Companies in Bermuda. From Reinsurance Section News, November 2007, Issue No. 61.

Description: A recent Society of Actuaries study calculates safety and stability for current Long Term Care Insurance premiums.