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 paper shows the application of a threshold strategy on the surplus level of an insurance risk model results in a process that can be analyzed as a doubly infinite Markov chain with finite blocks. The resulting procedures are then used to calculate the probability distributions for time of ruin, the surplus immediately prior to ruin, and the deficit at ruin. From the Actuarial Research Clearing House, 2008, Vol.1.

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

Description: The problem of finding the distribution of sums of lognormally distributed random variables is discussed. References going back to the 1930’s are given, as well as some possible solutions. A formula for the characteristic function of one lognormal is stated, and then the moments and distribution of the logarithm of sums of lognormals are considered.

Description: This abstract describes a paper that investigates how to apply a stochastic mortality model in the presence of missing data, using 'multiple imputation'.

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 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.

Description: This paper investigates easy-to-implement techniques and tools developed to reduce sample-run errors and sampling bias arising from using small risk scenario samples to replicate a very large population distribution at the tails.

Description: Data used for HAT at 2020 PA 4.0 event.

Description: In this article the editor of International Section News, May 2000, Issue No. 22, provided a brief summary of the issue's articles. Articles described include ones on Australia's tax system changes, a review of the December conference of the International Association of Insurance Supervisors, a discussion of the unit-linked business in Europe, mention of the opening up of India's insurance business and the insurance business in Georgia.