Description: This paper addresses issues and techniques for advanced age mortality study using data mining techniques, a new technology on the horizon with great actuarial potential. Seven factors were considered in this study, the influences of these factors on advanced-age mortality distribution were identified and models were derived for projecting advanced age mortality.

Description: Using Taiwan Complete Life Tables as the data source, a model is developed using reliability theory and the results of the proposed model are compared to Gompertz’s law.

Description: Insurance company issues that do not necessarily arise in banks are identified and utilized to develop insurer ERM modeling approaches that start from the work done for banks but respond to insurance-specific matters. From 2006 Enterprise Risk Management Symposium, M-AS06-1.

Description: This paper describes a current approach to capital allocation, tail contribution analysis TCA, and then compares it to an alternate method called economic profit analysis, EPA. The advantages of EPA over TCA are then outlined. From 2006 Enterprise risk Management Symposium, M-AS06-1.

Description: Shareholders provide capital and receive the insurance profit. This paper demonstrates than an optimal capital level exists that generates the highest return for the shareholders of an insurance company. This result is derived using a risk capital model by Perold. The no-arbitrage argument, developed by Modigliani and Miller, is used throughout the paper and puts the discussion on a solid economic footing. From 2006 Enterprise Risk Management Symposium, M-AS06-1.

Description: This article shows how market participants’ view of risk impacts not just their own choices, but also how they impact on everyone else's choices as well.

Description: 2011 Enterprise Risk Management Symposium, Chicago. This is the abstract of the entitled paper.

Description: 2011 Enterprise Risk Management Symposium, Chicago. This study investigates whether simulation-based models can be used to predict liquidity risk for banks, which must comply with Basel III by January 2015. The paper looks at the process of developing a measurement framework using Black-Scholes and Merton’s asset-based models to measure liquidity risk.

Description: Presented at Living to 100 Symposium, January 2011. This paper first explores the current state and contributing causes of obesity. It then explores the mortality and health care costs of obesity. It ends with a discussion of its management.

Description: The is the informal discussion transcript from Session 2B: Older Age Mortality Trends from the January 4-6, 2017 Living to 100 Symposium in Orlando.