Description: From a session at the annual meeting of the Society of Actuaries held in Chicago, Illinois, October 15-18, 2000 Discussion of purposes and approaches for creating interest-rate scenarios.

Description: The purpose of this paper was to describe some of the actuarial aspects of one company's electronic system and to discuss the underlying analyses and comparison of alternatives that led to the selection of particular electronic procedures to solve certain actuarial problems. Followed by several discussion papers submitted

Description: The first in a series of articles exploring the improvement in retiree life expectancies and ways the improvement can be incorporated into actuarial estimates of annuity and pension plan reserves.

Description: Overview of latest developments on IRC Section 7702, IRC Section 848, market value adjusted contracts, companies in rehabilitation and Canadian issues including: • Part I income tax • Part IV capital tax

Description: Presented at May 1996 Spring Meeting. Results of the recently completed survey on preferred risk criteria for individual ordinary life insurance are presented, with a discussion of limitations of results and implications for pricing actuaries, underwriters and reinsurers.

Description: This article discusses secondary factors that affect pricing and long-term care claims experience gender, marital status, region, product type, distribution, and education.

Description: Report covering topic of Group Accident and Health Insurance and relation to group hospital and surgical expense insurance. This report adds the experience by amounts of benefit exposed under Group Accident and Health Insurance, including Group Hospital and Surgical Expense Insurance, for the 1950 policy year investigation to that previously presented in the 1950 report of the Committee.

Description: Software vendors participating in the A Comparative Analysis of Claims–Based Tools for Health Risk Assessment study were invited to submit comments on the study. In this document, MEDai comments on their contribution to the study's source data, and their results.

Description: Presented at April 1986 Spring Meeting. This session discussion is about the pitfalls of underwriting group pension funding contracts with significant interest guarantees. Insurance companies are faced with concerns in meeting solvency requirements, reducing surplus strain, and managing risk. Methods and procedures that companies are using in evaluating and monitoring risk and in matching assets with emerging liabilities are highlighted.

Description: Nonparametric regression tries to ?nd a relationship between the predictor and the response without assuming shape of estimated regression function. Its theory and methods are well developed for the case of completely observed vectors of predictors and responses. In many applications, including actuarial, some components of the observed vectors may be missed. Ignoring missing data and using known methods of nonparametric regression may yield inconsistent estimation. Theoretical results on optimal nonparametric regression with missing data are presented, and an applied actuarial example is discussed.