Description: Presented at Living to 100 symposium, January 2011. This paper investigates dynamic properties of age trajectories of physiological indices and their effects on mortality risk and longevity using longitudinal data on more than 5,000 individuals collected in biannual examinations of the Framingham Heart Study original age group during about 50 subsequent years of follow up.

Description: This is the panel informal discussion transcript for Session 4C:Innovative Business Solutions to Respond to an Aging Society at 2017 Living to 100 Symposium.

Description: This is the General Session II panel transcript on Insights into Successful Aging from the January 4-6, 2017 Living to 100 Symposium in Orlando.

Description: These are the discussant comments for the concurrent session 3B: Comparing Mortality of Different Groups from the January 4-6, 2017 Living to 100 Symposium.

Description: This is the Chronic Diseases and Longevity Risk: An Application to Type II Diabetes Insurancce Products paper authored by Hsin-Chung Wang, Jack C. Yue and Ting-Chung Chang for Session 6B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This paper reviews validation for the model of a life insurance company's liabilities with actual company data. Two methods are reviewed: static and dynamic validation. From Society of Actuaries Financial Reporting Monograph, M-AS99-1.

Description: This paper uses a simple example to examine the relationship between the pricing objective of ROI and the corporate profit measure of ROE. Additionally, this paper examines the effect on ROI and ROE of growth in the amount of new business. From Product Development Section Monograph, M-AS99-3.

Description: Claims Provisions of a reinsurance agreement.

Description: The purpose of this paper is to present to the actuarial profession a stochastic investment model which can be used for simulations extending for many years ahead. Discussed in the paper are the general reasons for choosing the style of model, the general model and how to use it, the assumptions and the sensitivity of model to the assumptions made and the possible applications in the investment and actuarial fields.

Description: This paper describes methods for determining bounds on the price of derivative instruments, such as option on insurance futures, given only market information. From Securitization of Insurance Risk: The 1995 Bowles Symposium, M-FI97-1.