Description: The results obtained during the last one-third of the research project and the project at whole are presented. The report only contains brief descriptions of the results which are placed in addendums and which are in reality copies of papers and a chapter of a book submitted for publication. Some theoretical and applied problems induced by the research are discussed.

Description: In this paper, we propose measures of the risk that the value of the liabilities becomes larger than the value of the assets, and this especially for insurance companies. We study probabilities of mismatching and a degree of mismatching in unsegmented and multidimensional models of the balance, in which we stress the influence of interest rates on the active and passive side of the balance.

Description: This article describes the development of the uninsured pensioner, UP-94 Mortality Table, including a comparison with other tables and description of projection methodologies using Projection Scale AA.

Description: The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report that develops a framework for applying deep learning and reinforcement learning techniques to optimal dynamic strategic asset allocation for Liability Driven Investment (LDI).

Description: This survey attempts to track the thoughts of risk managers about emerging risks across time. It is the 14th survey of emerging risks sponsored by the Canadian Institute of Actuaries (CIA), Casualty Actuarial Society (CAS) and Society of Actuaries (SOA). The researcher thanks the Financial Reporting and Reinsurance Sections for their financial support, and the Joint Risk Management Section for logistics and governance.

Description: This report examines weather conditions for daily maximum and minimum temperature (TMAX and TMIN), inland storm activity from wind, hail and tornadoes, record precipitation, tropical cyclone activity and the resultant flooding.

Description: Comparison of life expediencies in 2020 from various mortality tables

Description: This research project offers guidance and a model for actuaries to use when performing their professional services related to Medicaid (Title XIX) and Children’s Health Insurance Program (CHIP or Title XXI) managed care capitation rate setting, including, but not limited to, their certification on behalf of a state in accordance with the requirements for actuarial soundness as set forth in law, federal regulation, and CMS guidance, as well as the actuary’s professional obligations under the Actuarial Standard of Practice (ASOP) 49 issued by the Actuarial Standards Board.

Description: On March 22, 2022, the Wall Street Journal hosted its annual Health Forum, a virtual all-day event which included several sessions. This session was attended by experts across the healthcare space and attendees included many from the healthcare technology companies. This report summarizes the event.

Description: A study of whether tobacco, area and industry rating in one state may be reflecting unintended factors such as race, ethnicity or socioeconomic status. This study does not consider whether the rating factors accurately reflect underlying claims costs.