Description: The abstract for the paper Seasons and Longevity: Mortality Trajectories among the Oldest Old.

Description: This abstract describes a presentation that relates to determining the next standards applicable for pension plan valuation in Canada, depending upon further decisions to be made by the Actuarial Standard Board-Conseil des norms actuarielles.

Description: This abstract describes a study that presents a hypothetical example of a UK term annuity firm and studies its solvency over the period 1985-2010 under various economic capital calculation approaches.

Description: This abstract describes a presentation in which the use of the propensity score in health care studies can minimize biases stemming from non-random treatment assignment and lead to appropriate conclusions on the effect of the intervention.

Description: Introduction of a symposium of papers that arose out of the discussions of the Committee on Retirement Systems Practice Education regarding the adequacy of defined benefit pension plan funding.

Description: This abstract describes a paper that proposes a quantitative framework which jointly considers the endowment spending policy and the asset allocation decision a-la Markowitz.

Description: This abstract describes a paper that shows that by modeling the time series of mortality rate changes rather than mortality rate levels, human mortality can be better modeled.

Description: This abstract describes a paper that investigates how to best choose a model from a flexible set of regime-switching models where the individual regimes are not constrained to be from the same distributional family.

Description: This abstract describes a paper that proposes a new model for the loss given default (LGD), which takes the depth of default into consideration.

Description: This abstract describes a paper that produces a high-resolution, 100-member simulation of surface atmospheric temperature over North America for 1979–2015.