Description: The SOA released a report titled Massachusetts Health Insurance Reform, which looks at the impact on insurance markets, pricing and profitability.

Description: Statistics about funded status of Screen Actors Guild–Producers Pension Plan

Description: Economic capital models are getting increasingly complex. An alternate copula free approach is presented which uses accounting data and an implicit correlation model to simplify economic capital calculations. Model simplification leads to robust and stable models. A banking case study is used to showcase how the model can be deployed using publicly available accounting data, capital adequacy, leverage ratios and shortfall tools.

Description: E-book contains 16 topical essays that express the opinions and thoughts of a number of authors on the subject of Investment Fallacies.

Description: Investment Fallacies: Mathematical modeling of social phenomena

Description: Investment Fallacies: On the Validity of Common Portfolio Return Assumptions

Description: Investment Fallacies: Gambler’s Fallacy: Probability of Reversion

Description: contribution indices: analysis of the funding progress made by contributions to the multiemployer pension plan system

Description: The goal of the survey was to gain insight into companies’ assumptions of variable annuity policyholder behavior in the tail of the C3 Phase II calculation.

Description: The editorial cautions that while the development of more sophisticated models may increase efficiency, it is important to consider the very real risk management costs associated with the increased complexity, efficiency and overconfidence in the predictive power of models.