Description: This paper describes an actuarial methodology for evaluating disease management outcomes. We address several important issues in this paper: • Control of exposure, • Identification of measured populations, and • Ensuring equivalence between baseline and intervention populations. - Paper 6 of an 8 paper series on 'An Introduction to Care Management Interventions and Their Implications for Actuaries'.

Description: This is a final report for a research project to create reference material that addresses the methods and techniques for quantifying margins for uncertainty in actuarial assumptions under a Principle-based statutory accounting framework.

Description: List of Tables. From A Comparative Analysis of Methods of Health Risk Assessment, M-HB96-1.

Description: The abstract for paper Actuarial Consideration in Establishing Gradual Retirement Pension Plans.

Description: This paper offers ideas on new retirement plan designs that share investment risk or longevity risk, or both, between employers and employees.

Description: A checklist for treaty preparations and review of a standard life Reinsurance Agreement. This document covers the purpose of each provision, the common elements, common variations and problems that may arise.

Description: Contains two separate articles, called notes. The first note, “A note on correlation in mean variance portfolio theory,” is an elementary discussion of how negative correlation coefficients can be, given any set of N random variables. The second note, “Two essential formulas in actuarial science and financial mathematics,” gives a more or less self-contained introduction to Jensen’s inequality and to another formula, which the author decided to call the “survival function expectation formula.”

Description: In developing the economic assumptions for use in an appraisal, a team approach must be used. The investment bankers, external actuaries, and the company's financial area research current and historic economic conditions to develop an internally consistent base scenario. To be successful all parties must be comfortable with this scenario and its implications on production, investment yields, and, ultimately, distributable earnings. From Actuarial Considerations in Insurance Mergers and Acquisitions, M-FI03-1.

Description: One of the primary goals of the actuarial appraisal is to provide enough information for potential investors to make informed judgments as to the potential value of a property. From Actuarial Considerations in Insurance Mergers and Acquisitions, M-FI03-1.

Description: This paper addresses the financial risk of long-term care by examining the use of reverse mortgages to help impaired elders continue to live at home.