Description: Rosas' presentation from the 40th Actuarial Research Conference focusing on demographics in Mexico. From Actuarial Research Clearing House, 2006.

Description: Presentation from the 2006 41st Actuarial Research Conference focusing on the declining usage of expert opinions in the actuarial profession.

Description: This presentation introduces the Threshold Life Table as a solution to the problem of modeling mortality for extreme ages. This method is based on extreme value theory, and it avoids the need to extrapolate beyond an arbitrary age. This method produces an omega, the highest attainable age, without it being chosen arbitrarily.

Description: A presentation at the Actuarial Research Conference in August 2006 in Montreal. This paper discusses the Basel VaR Value at Risk test of a bank's VaR model. It proposes an alternative, Quality Control of Risk Measures QCRM Hypothesis test. The alternative is more likely to reject an incorrect VaR model.

Description: This paper uses a mortality surge model to estimate the total financial impact on the U.S. insurance industry of a flu pandemic. It does not attempt to determine the probability of such a pandemic.

Description: This paper considers a dependent classical risk model with diffusion, in which the premium rate is determined by the amount of the previous claim. From the Actuarial Research Clearing House, 2008, Vol.1.

Description: The Defined Benefit 'DB' underpin Defined Contribution hybrid pension plan offers an attractive combination of benefit security and upside potential for pension plan members, and offers cost containment for employers, whilst still ensuring the provision of adequate equitable benefits. The DB underpin guarantee is valued and hedged as a financial option within the traditional funding paradigms of actuarial science. However, the average monthly hedging costs are time dependent and can be unstable when employees are close to retirement. This is the abstract of a paper that proposes some cost control approaches to reduce the volatility of the hedging cost.

Description: This paper fits a logistic model to the actual data of cumulative cases from the 2003 SARS outbreak. The model proves a good fit for the four areas examined: China [mainland], Canada, Hong Kong and Singapore. Explanatory variables are then incorporated to link the model parameters to economic and demographic indices of areas hit heavily by SARS. The work enables prediction of the future behavior of SARS or other epidemics should they ever strike again.

Description: This is an abstract article about racial disparities in healthcare by Paul Johnson.

Description: This is an abstract article about equity release mechanisms by Siu Hang Li, Mary Hardy and Ken Seng Tan. ARCH 2008, Issue 1.