Description: The abstract for a paper that describes the history of traditional topics like actuarial cost methods and assumptions, the history of past inquiries into the dynamic and stochastic nature of pension costs, and the perceptions and concerns of pension actuaries of the past. Presented at The Future of Pension Plan Funding and Disclosure symposium held July 14-15, 2005 in Washington, DC.

Description: This abstract describes a paper that develops a method to estimate the two parameters of the discrete stable distribution.

Description: This is an abstract for a research paper that compares the generalized linear array model [GLAM] and Lee-Carter models by fitting them to Swedish mortality data. GLAM is presented as an alternative to Lee-Carter for modeling mortality by age and calendar year.

Description: This paper discusses a natural and convenient statistic, the nested L-statistic, investigates its performance using a simulation study, and considers an example involving the comparison of risk measure values where the risks of interest are those associated with tornado damage in different time periods and different regions. From the Actuarial Research Clearing House, 2008, Vol.1.

Description: This abstract describes a paper that proposes the use of the Co Conditional Tail Expectation 'CoCTE' to measure systemic risk and endogenizes the pro-cyclicality of capital requirements.

Description: This abstract describes a paper that investigates the effect of ambiguity on the market for insurance when preferences are ordered by comparison of Choquet expected utilities.

Description: Abstract: This paper examines the potential impact of increasing negative commentary by social media users in multiple forums, which can erode the “reputation capital” of a utility. It also offers an approach for successfully addressing that risk and integrating social media risk management practices into existing utility enterprise risk management (ERM) programs.

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: This paper proposes a more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted penalty function and dividends paid up to ruin, as well as many others that have not been taken into consideration in the same systematic way, such as the insurer's accumulative utility, expected total discounted claim expenses, etc. The major result provides a unifying approach for all ruin-related quantities that fall in the category of the generalized GS function. From the Actuarial Research Clearing House, 2008, Vol. 1.

Description: This is the Chronic Diseases and Longevity Risk: An Application to Type II Diabetes Insurance Products abstract authored by Hsin-Chung Wang, Jack C. Yue and Ting-Chung Chang for Session 5B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.