Description: This model arose from a project to evaluate the cost of a health care access' program to provide comprehensive medical care to uninsureds in Minnesota, for the Minnesota Health Care Access Commission. The project was to provide estimates of the impact on per-person and aggregate costs for various participation percentages in the access program. In order to evaluate those costs, the antiselection model described in this was developed. Of note, this was the ACTUARIAL EDUCATION AND RESEARCH FUND 1991 PRACTITIONERS AWARD WINNER. From Actuarial Research Clearing House 1991, VOL. 2.

Description: This paper is written totally under present Indian conditions, but keeping an eye on the future, when there will be number of insurers, and this model can be applied to any condition where a number of insurers already exist. The purpose of this paper is to attempt to measure, from the point of view of a potential life insurance policyholder, the quality of the insurers and the variability between them so that it will be helpful for potential policyholders to choose their insurers according to their requirements.

Description: A presentation on the principle of equivalent utility from the 2001 ARCH. Contains both the static and dynamic model as well as examples with exponential utility.

Description: This paper develops a theory for the valuation of some kinds of interest sensitive cash flows. A process is derived which takes as input, assumptions about the capital markets and policy holder behaviour, and produces as output interest and decrement assumptions which can be used for conventional actuarial discounting. The methodology is illustrated using some idealized, but tractable, models of conventional non-par whole life insurance. The method is also applied to a simple Universal Life plan. The paper concludes by considering some of the problems encountered when applying the ideas to more practical problems.

Description: This brief article describes an actuarial model of continuing care retirement communities [CCRC] that was developed. The model uses a set of multiple-decrement, multi-life, multi-status functions to describe the population of a CCRC.

Description: Actuarial Research Clearing House ARCH Paper 1984 ARCH 1 1/1/1984 arch/1978-89/ARCH84V13.pdf Research/Actuarial Research Clearing House/1978-89/1984/ARCH 1 ARCHActuarial Research Clearing HousePaperarch/1978-89/ARCH84V13.pdf

Description: Discusses some methodological questions which arose in connection with ratemaking for the province of New Brunswick, Canada.

Description: This paper uses contingent claims analysis to evaluate portfolios of vulnerable private loan guarantees and investigate their risk diversification properties.

Description: Abstracts from all presentations at the 41st Actuarial Research Conference.

Description: These are presentation slides to supplement, Mortality Under Standard Individuality Life Insurance Between 1999–2002 Anniversaries from ARCH, January 2006.