Description: This abstract describes a paper that studies optimal reinsurance strategy regarding two-dimensional risk.

Description: Abstract of a presentation on possible next steps needed to achieve appropriate levels of integration. From Actuarial Research Clearing House, 2012, Vol. 1.

Description: This abstract describes a paper in which several issues surrounding the 2011 paper “Copula Regression”, Variance volume 5-issue1, by Rahul A. Parsa and Stuart A. Klugman, are discussed.

Description: The abstract for the paper Never Again

Description: The abstract for the paper Tax Considerations in a Mandatory Universal Pension System.

Description: The abstract for the paper Living to 100 and Beyond: An Extreme Value Study

Description: The abstract for the paper Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture.

Description: The abstract for the paper A Mulit-Stakeholder Approach to Capital Adequacy.

Description: This paper presents recent trends in obesity prevalence in significant population segments, including overall effects by age, gender and certain racial and ethnic groups, and discusses the ways in which obesity can influence mortality in each of these segments. It provides a synthesis of reported mortality experience relating to these behaviors by risk factors and diseases that will affect any mortality projection.

Description: Increased attention was paid to regulatory capital with the global financial crisis in 2008. Whilst companies may not have the incentives to retain a large amount of capital in the absence of regulatory capital requirements, overcapitalized entities can have drawback such as its impact on competitiveness. There are other weaknesses in the regulatory capital model such as its limitation in facilitating risk-based decisions as regulatory capital does not necessarily reflect the economic reality and risks an entity faces. Nonetheless, there are ways for regulators and/or companies to handle the weaknesses in the regulatory capital model. For instance, granularity can be introduced in determining regulatory capital. Economic capital can be used to encourage entities to implement risk management controls and facilitate risk-based business decisions (e.g., risk-adjusted performance assessment and risk-based capital allocation). Ultimately, hav ing effective risk management and risk-based capital determination are ways to prevent company failures and bankruptcies.