Description: Studies default risk through the two-sided exit problem of a time-homogeneous di§usion process with tax payments of loss-carry-forward type and obtains explicit formulas for the exit probabilities. If the lower boundary is understood as the default threshold, then the nondefault probability is solved as a special case. A sufficient and necessary condition for the tax identity is discovered.

Description: A key concept in post-retirement planning is the random variable future lifetime of a life aged x. While age is an important factor in the determination of this variable, there are other relevant factors, like the state of health and the character of a life aged x. The purpose of this article is to presents some preliminary observations regarding the conceptualization of future lifetime as a fuzzy random variable.

Description: This is the first place submission for the 2018 Student Case Study Challenge.

Description: This is a finalist submission for the 2018 Student Case Study Challenge.

Description: 2019 Student Research Case Study Challenge submission from Boston University.

Description: This report was a joint collaboration between the SOA (Marketing & Distribution Section and PAF Section) and LIMRA.

Description: Research project examining the utility of standard eligibility and claims extracts for complementary and alternative medical therapies (CAM) analysis. Report includes links to extracts and tables.

Description: Recognizing an opportunity to help serve its members in this age of increased financial oversight, the Health Section of the Society of Actuaries commissioned a series of guides on the use of statistical techniques specifically geared for the work of health actuaries. The first guide in the series titled, 'Statistical Methods for Health Actuaries - IBNR Estimates: An Introduction,' is about the calculation of incurred but not reported [IBNR] health claims reserves. In particular, the guide focuses on the development of confidence intervals around IBNR estimates. This is an Excel workbook created to demonstrate the techniques discussed in the guide.

Description: The American Academy of Actuaries and the Society of Actuaries have joined resources to maintain this Economic Scenario Generators Excel Workbook tool for use in regulatory reserve and capital calculations. Please see the SOA website research pages for further information on this tool and how to use it.

Description: This collection of data shows a trend in mortality during a period of many medical breakthroughs and social improvements.