Description: An update on the Modeling section activities and a look back at the five years since inception

Description: This article introduces the reader to probabilistic methods used to model interactions in the financial market place. Three topics are specifically discussed, two concern modeling methods and the other concerns data analysis methods.

Description: This paper examines the models underlying three of the most influential FAHP articles.

Description: Feature article discussing how to do a model update.

Description: Book review of Extreme Risk Management: Revolutionary Approaches to Evaluating and Measuring Risk by author Christina Ray.

Description: Announcement of an upcoming 2003 Stochastic Modeling Symposium.

Description: This paper's objectives are to reduce the variation of life expectancy due to changes in the closing out method and give more homogeneous old age mortality surface for the Algerian population. The paper will also provide readers with a general methodology to extend mortality to old ages for the Algerian population starting from adult mortality data.

Description: Mandatory implementation of life principle-based reserves (PBR) is just around the corner, and there is no shortage of work to do, as most products have yet to be moved to PBR. Oliver Wyman recently completed its 2019 PBR survey, with more than 40 participants covering 85 percent of the individual life market, including 23 of the top 25 life writers and five reinsurers. This article will expand on the key survey findings including implementation status and model simplifications.

Description: This article discusses how complex models can provide a false sense of security, hiding the evidence that the entire range of indications may hinge on one or two key assumptions.

Description: This abstract describes a paper that considers the identification problem for age-period-cohort models for a class of non-trapezoidal index sets.