Description: In this era of rising health care costs, numerous efforts have been made to link quality and cost through multiple approaches. This is a report of a study, conducted by MPRO under contract with the SOA, in which they evaluate whether quality pays or not in an inpatient setting by carefully selecting a few hospitals in Southeast Michigan and retrospectively calculating their return on investment [ROI] in quality improvement [QI] activities within their organization.

Description: This paper proposes weighted fund style analysis as a better method to hedge market risks of variable annuities.

Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.

Description: This article describes the development of the uninsured pensioner, UP-94 Mortality Table, including a comparison with other tables and description of projection methodologies using Projection Scale AA.

Description: This report presents findings from the 2013 Risks and Process of Retirement Survey, specifically those relating to retirement risks. It uses quotations from the series of focus groups where appropriate to illustrate the findings and addresses factors relating to the management of retirement risks.

Description: This is the first report in a series on the current state and future opportunity of the retirement market in China. This report, edition one of the series, summarizes the significant outcomes from the study. Also included in this edition is a retirement forecast outlining the drivers of change for China’s retirement market and the resulting opportunities.

Description: Because of its complexity, ensuring the security of cyberspace is one of today’s most significant challenges. As the cyber environment becomes more integrated with the real world, the direct impact of cyber security incidents on business is also heightened. This study aims to develop a generic model that can be applied by any organization. For the validation of the developed cyber risk analysis method, simulations and sensitivity analysis will be performed.

Description: Excel spreadsheet for Extracting Subsets of Data from GHCN Daily Dataset.

Description: The Society of Actuaries’ Pension Section has completed a research effort exploring the value of longevity pooling and its implications.

Description: The Society of Actuaries’ Pension Section is pleased to make available a research report addressing the potential consequences of accumulating education debt for retirement security.