Description: The CSTEP 'Cluster Sampling for Tail Estimation of Probability' system is a desktop-based application to assist actuaries in efficient stochastic modeling through the implementation of Representative Scenario approaches. Its goal is to provide actuaries with an open-source HPC 'High Performance Computation' research platform to select a sample set of representative 'pivot' risk scenarios through user-specified or user-researched distance definitions.

Description: This paper discusses stochastic treatments for insured Long Term Disability [LTD] benefits under a group insurance policy.

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 presentation from the 2011 46th Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks.

Description: This presentation provided an analysis of investment guarantees in equity-linked products. There was an overview of the data and models in use. In addition an actuarial approach to left-tail analysis was presented as well as a dynamic hedging approach. From Actuarial Research Clearing House, 2012, Vol. 1.

Description: This is the Schedule of the sessions at the 46th Actuarial Research Conference in August, 2012.

Description: This article from the Actuarial Research Clearing House, ARCH, discusses that ARCH is an informal electronic publication presenting current actuarial research, outlines the requirements for publication and states the editorial policy.