Description: This paper considers a dependent classical risk model with diffusion, in which the premium rate is determined by the amount of the previous claim. From the Actuarial Research Clearing House, 2008, Vol.1.

Description: This is an abstract article about equity release mechanisms by Siu Hang Li, Mary Hardy and Ken Seng Tan. ARCH 2008, Issue 1.

Description: This is an abstract article about racial disparities in healthcare by Paul Johnson.

Description: What is the 'best' post-retirement financial strategy for a particular participant of a defined contribution plan? The answer to this question must accommodate a number of risks, the most obvious of which are related to longevity, inflation, investment, and health. Moreover, what makes this question especially intriguing is that its solution must be molded to the wealth, features and agenda of a particular individual and/or family. Many of the constraints and goals are qualitative, and standard market and population metrics may have limited significance. This is the abstract of a paper that deals with implementation issues, qualitative goals and constraints, and tailor-made solutions.

Description: This abstract is for a paper that develops a class of robust estimators for the credibility premium when claims are approximately gamma-distributed, and thoroughly studies their robustness-efficiency trade-offs in large and small samples.

Description: This is an abstract for research that extends the ideas of C. A. Ball, W. N. Torous and P. M. Lindholdt to the problem of estimating covariance of two geometric Brownian motions, on the basis of the high, low and closing values for each.

Description: This is an abstract for research that uses change-points to calibrate a regime-switching, scenario generator for the total return of the S&P 500.

Description: This is an abstract for Monte Carlo calculations illustrating the characteristics of a regime-switching stochastic model with randomized regime parameters.

Description: This is the abstract of a paper that addresses the question of how an employer can offer phased retirement in such a way that, indeed, employees work longer before fully retiring.

Description: This abstract describes work that revisits the optimal portfolio model in a financial market with a riskless bond, a risky asset, and commutable life annuities.