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

Description: The Individual Life Experience Committee has completed their latest report on intercompany mortality experience by amount of insurance under standard individually underwritten issues. This study includes policy years 2004-05. This is the Excel preferred data pivot tables that provide more detail for policy years 2004-05. Please see the SOA website experience reports for the full report and other related tables.

Description: An essay discussing universal access to high quality, low cost health care.

Description: February 2010 Supplement to the Taxation Section newsletter, Taxing Times. Extensive discussion of the issues in computing statutory and tax reserves for annuities under VA CARVM.

Description: This paper develops a new technique, which allows the analyst to maximally use all thte historical interest rate information available in forecasting interest rates. Interest rates' daily change do not follow a stationary random process over long time periods. Instead, the process is comprised of stationary periods, each a few years long, with relatively short transitional periods between different stationary periods.

Description: This is the abstract for the presentation on optimal allocation between fixed and variable subaccounts in variable annuities.

Description: Nonparametric regression tries to ?nd a relationship between the predictor and the response without assuming shape of estimated regression function. Its theory and methods are well developed for the case of completely observed vectors of predictors and responses. In many applications, including actuarial, some components of the observed vectors may be missed. Ignoring missing data and using known methods of nonparametric regression may yield inconsistent estimation. Theoretical results on optimal nonparametric regression with missing data are presented, and an applied actuarial example is discussed.

Description: An Excel spreadsheet to aid the reader in interpreting the information contained in the report, which provides exposure information by lapse factor and data cell. Please see the SOA website experience studies for the full report.

Description: Table from an article in The Actuary Magazine on an analysis of risk managment terminology: your guide to speaking ERM with different industries.

Description: This paper looks at the problem of valuing and managing the ALM risks associated with insurance liabilities that are too long to be matched by available investments. Two options were explored and the paper concludes by arguing that the Static Control Model leads to more useful ALM strategies for long liabilities.