Description: Wavelet models are used to analyze risk by time and frequency and provide richer information than time series models.

Description: This is the Quantification and Management of Longevity Risk in China abstract authored by Johnny Li, Kenneth Q. Zhou and Wai-Sum Chan for Session 1A of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This is A Value-Based Longevity Index for Hedging Retirement Income Portfolios paper authored by Jonathan Ziveyi, Kevin Krahe, Michael Sherris and Andres M Villegas for Session 1A of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This is a paper from the session on Migration and Other Factors at the January 15-18, 2023, 2023 Living to 100 Symposium in Orlando, Florida.

Description: This is discussant comments from the session on Climate Change Effects at the January 15-18, 2023, 2023 Living to 100 Symposium in Orlando, Florida.

Description: This paper, originally published in 1969 in Transactions of Society of Actuaries Vol. 21, presents an analysis of the basic actuarial theory for life insurance policies with fixed premiums and variable benefits reflecting the investment performance of a separate account, where in its basic form, the policyholder bears the entire investment risk. The paper discusses various regulatory and other changes that would be needed or desirable, as well as variation in design such as minimum guarantees. Significant discussion is included, with over twenty individuals contributing in addition to the authors. The introduction to the Monograph notes that while not the first paper on this topic, it “clearly established the framework for subsequent developments of variable products.”

Description: Introduction sets out the objectives of comparing the predictive accuracy of different risk assessment methods, comparing the different methods based on other criteria, and then examining issues related to high-cost individuals and conditions. From A Comparative Analysis of Methods of Health Risk Assessment, M-HB96-1.

Description: Chapter 3 describes the methods and data being used in the evaluation predictive accuracy. From A Comparative Analysis of Methods of Health Risk Assessment, M-HB96-1.

Description: Chapter 8 suggests possible areas for further research such as other data groupings, high risk pooling, how diagnosis-based risk assessment might be improved, study of an expanded list of high-cost diagnoses, and comparisons to diagnoses from earlier time periods. From A Comparative Analysis of Methods of Health Risk Assessment, M-HB96-1.

Description: This SOA-funded study examines the relative performance of different risk assessment methods and risk adjustment systems. From A Comparative Analysis of Methods of Health Risk Assessment, M-HB96-1.