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

Description: The Society of Actuaries (SOA) retained Milliman, Inc. (Milliman) to conduct a research project related to product innovation. This report explores key risks and considerations for product innovation using the long-term care insurance (LTC, LTCI) industry as a case study. We identify how actuaries of all backgrounds can apply the lessons learned, and challenges overcome, by the LTCI industry to improve future innovation, product development and risk management.

Description: This Excel spreadsheet will perform examples of the tax arbitrage described in Section 4 of the 'Pension Actuary's Guide to Financial Economics' and should only be used in conjunction with the guide.

Description: This is a spreadsheet showing the appendices to the report on intercompany mortality experience by amount of insurance under standard individually underwritten issues. This study includes policy years 2005-07. Please see the SOA website experience studies for the full report and other related data tables.

Description: The Committee on Life Insurance Company Expenses is currently seeking life insurance company data submissions to the 2009 Individual Life and Annuity Expense Study. This is the separate data submission form for Universal Life.

Description: This is the accompanying spreadsheet for the 2001-02 U.S. Individual Life Persistency Update report. Please see the SOA website experience studies for the full report.

Description: The 1990–95 Basic Select and Ultimate Mortality Tables for Individual Life Insurance are now available. Four tables have been produced age nearest birthday and age last birthday tables for both males and females. The tables have been produced for individual issue ages 0 through 99 on a 25–year select basis and for ultimate attained ages 25 through 110. There is a breakdown by smoking status and by policy size.