Description: The Canadian Institute of Actuaries and Society of Actuaries Committee on Life Insurance Research, the Product Development Section and the Financial Reporting Section, sponsored this study investigating how the Canadian life insurance industry is utilizing predictive modelling.

Description: This abstract describes a paper that explores the answers to the questions of: 1. How is each view of FRVs conceptualized? 2. What are the differences and similarities between the metrics for each of these views? 3. How are the metrics for these three views implemented?

Description: This abstract describes a paper that develops a risk-neutral valuation methodology that takes different tax structures into consideration and applies it to a simplified withdrawal guarantee as well as a representative empirical Variable Annuity contract.

Description: This abstract describes a paper that considers the Guaranteed Minimum Withdrawal Benefits (GMWB) variable annuity rider under a static withdrawal strategy but allowing for early surrenders.

Description: This paper establishes both first-order and second-order asymptotics for the Frechet, Weibull and Gumbel cases.

Description: This abstract describes a presentation that presents an overview of the current predictive modeling practices in the auto insurance industry, the challenges telematics presents in the current analytics environment and how the actuaries need to evolve to meet the challenges.

Description: This presentation from the 2011 46th Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks.

Description: This abstract describes a study that sets up an experience rating system to determine next year’s premium.

Description: This abstract describes a paper that introduces a bivariate compound loss model describing the aggregate losses from two lines of insurance businesses.

Description: This is the Schedule of the sessions at the 46th Actuarial Research Conference in August, 2012.