Description: This is an example of forecasting causes of death-Drug mortality for the project Modeling and Forecasting Cause of Death Mortality by Socioeconomic Factors.

Description: This is an example of forecasting causes of death-Neoplasms mortality for the project Modeling and Forecasting Cause of Death Mortality by Socioeconomic Factors.

Description: This report provides a resource guide for asset-liability management practitioners, including methodology reviews, a survey of ALM practices, and guidance for applying ALM questions to real-world situations.

Description: This paper discusses the time value of ruin in a Sparre Anderson Model and presents multiple equations, including Lundberg's fundamental equation.

Description: Discusses the optimal consumption strategy in the presence of default risk. It highlights the Regime-Switching model, which indicates that the market situation may change and the distribution of an asset's return will change over time.

Description: This 2005 presentation from the 40th Actuarial Research Conference is about equilibrium pricing models and valuations related to hybrid pension plans.

Description: This paper addresses rainfall insurance using financial derivatives. Usual modeling is done for temperature related products. The authors gathered rainfall data in Mexico City over a period of five decades. This showed that the time series data is stationary and normally distributed. Therefore, the authors applied a closed-form solution to value swaps, calls and puts, with and without limits. The model can be used for practical purpose of pricing rainfall derivatives. From Actuarial Research Clearing House, 2006.

Description: This paper proposes an insurance-specific framework for determining the cost of implicit guarantees the firm provides to the individual financial products sold. It then proposes utilizing that cost in pricing and portfolio-mix evaluation. From Actuarial Research Clearing House, 2006.

Description: This paper investigates the implications of using the Basel II motivated Advanced Measurement Approaches as a method to assess operational risk capital charges for banks and insurance companies with regard to U.S. regulations. The AMA developed in the paper uses actuarial loss models complemented by the extreme value theory to determine the empirical probability distribution function of the aggregated capital charges in the context of various classes of copulas. From Actuarial Research Clearing House, 2006.

Description: Using data from the Mexican Social Security Institute for labor risks, this paper classifies the severity of sequels in three categories: mild, moderate and high, and attempts to relate this level with the characteristics of the worker and his activities at work. Toward this goal, a model was built using a multilogistic regression, which allowed predicting the severity of physical sequels caused by a labor risk. From Actuarial Research Clearing House, 2006.