Description: Table of Contents

Description: This article summarizes a proposal which combines two independent but complimentary ideas regarding loans for post-secondary education in the U.S.: 1. Individuals repay the loans by committing a percentage of their future income for twenty-five years [but not beyond age 65] rather than by a fixed dollar amount, and 2. A portion of the 5ocial 5ecurity [OASDI] Trust Funds be used as initial capital to finance those loans. From Actuarial Research Clearing House 1991, Vol. 1.

Description: Two breakout sessions were held. Their goal was to explore ways in which researchers and practitioners could be brought closer together. The following summaries were edited by Stuart Klugman from notes taken by the indicated participants: Session #1 - Bridging the gap with regard to modality and morbidity and Session #2 - Bridging the gap with regard to financial modeling.

Description: This paper is based on work the authors did for the Committee on Retirement Systems Research of the Society of Actuaries. The authors' task was to perform data analysis for that Committee in support of a study of the effects of the Safest Annuity Rule. The Committee's conclusions will be released in a separate report. This paper describes their overall study only to put the authors' own work in context. The real purpose of this paper is to discuss the data analysis skills and principles which were applied in this project, and to argue that these same skills and principles should be part of an actuarial student's education. From Actuarial Research Clearing House 1998 Vol. 1.

Description: Actuarial literature in the twenty-five years includes discussions of a well known inequality. Among the recent papers on various aspects of this classic result are those by Berin 1970, Olson 1975 and Sarason 1960. A standard method for achieving this inequality uses Jensen's inequality. This is the method used by Bowers, et al 1983. We will also employ this method in an attempt to learn about it.

Description: Describes purpose of ARCH and editorial policy.

Description: The basic thesis of this paper is that student capability to iNteract with new problems can be significantly increased by frequently exposing them to Written derivations, verbal-Intuitive justification of formulae and core sets of Comprehensive techniques by which to approach problems. Both instructor composition of problem resources for presentation and student practice of these problem resources can be achieved by semi-mechanical procedures accessible to everyone. For brevity we shall refer to this type of instruction by the acronym WINC. Presented at the 30th Actuarial Research Conference, August 17-19, 1995, Pennsylvania State University, Pennsylvania

Description: This paper is a sequel to Shapiro et. al. in that it discusses a similar role for CAI in topics specific to the text Actuarial Mathematics, by Bowers et. al 1986. The topics covered are the previous topics of actuarial notation, basic concepts, and what-if analysis, along with some new ideas for the presentation of stochastic models.

Description: This is a thank you note sent out by Sarah Christiansen of the Principal Financial Group and Stuart Klugman of Drake University for the opportunity of hosting the 34th Annual Actuarial Research Conference. The Conference was held Aug. 8-11, 1999, in Des Moines, Iowa. The theme of the conference, jointly sponsored by Drake University and The Principal Financial Group, was building bridges between theory and practice. From Actuarial Research Clearing House 2000, Vol. 1.

Description: During the last decade, a vast activity had been observed in generalizing of the classical discrete distributions. The main idea was to apply the extended versions fur modeling different kinds of dependent count or frequency data structure in various fields. In the present paper we suggest extensions of the classical univariate geometric, negative binomial, Poisson, Bernoulli, binomial and logarithmic series distributions, by including an additional parameter. It has a natural interpretation in terms of zero-inflation, and because of this we named the corresponding generalized versions adding inflated-parameter.