Description: This paper outlines the limitations inherent in current actuarial pricing techniques and describes a product development process that can produce optimal decisions in competitive environments. From Product Development Section Monograph, M-AS99-3.

Description: This article is a response to the article Current U.S. Ordinary Life Mortality by Doug Doll and Mike Jones. The author offers his interpretation of the mortality improvements observed between 1980-85 and 1983-88.

Description: In this Forward to the Product Development Section Monograph M-AS99-3, the authors reflect on the changes that have occurred during the first 50 years of the SOA and introduce the selected articles that reflect the forces of change in product development work.

Description: This page presents the Table of Contents to the Price, Waterhouse study. From Study of Public Financial Guarantee Programs, M-FI96-2.

Description: Using population data, mortality rates are projected for people who will attain age 80 in the future. Finally, the distribution of the maximum age at death that will be attained by a Canadian is investigated.

Description: Discussion of paper presented at Living to 100 and Beyond symposium. Discusses paper by Guo and Wang on the use of data mining to determine the key factors affecting mortality rates at older ages.

Description: Discussion among experts. From 2005 Living to 100 and Beyond Monograph, M-LI05-1.

Description: Expert discussion on several previously presented papers. From 2005 Living to 100 and Beyond Monograph, M-LI05-1.

Description: This paper describes the intent and selection process for papers to be presented at the annual ERM Symposium. From 2006 Enterprise risk Management Symposium, M-AS06-1.

Description: The purpose of this paper is to build a bridge between the traditional methods of looking at financial risk and insurance risk. The paper starts by explaining the concepts behind VaR models of economic capital used in banking. Differences between actuarial and financial views of risk are reviewed and explained. The paper concludes with proposing, developing, and parameterizing a true VaR model of insurance loss reserve risk, which combines several lines of business. From 2006 Enterprise Risk Management Symposium, M-AS06-1.