Description: The Society of Actuaries (SOA) is pleased to present historical U.S. population mortality rates by sex and single year of age for calendar years 2000-2021.

Description: Research the impact of illiquid investments on pension plan funding, design, and risk management strategies.

Description: The Society of Actuaries Smaller Insurance Company Section, the Financial Reporting Section, and the Committee on Life Insurance Research are pleased to make available new research investigating simplified methods for determining reserves under VM-20.

Description: This paper discusses the time value of ruin in a Sparre Anderson Model and presents multiple equations, including Lundberg's fundamental equation.

Description: Using data from the Mexican Social Security Institute for labor risks, this paper classifies the severity of sequels in three categories: mild, moderate and high, and attempts to relate this level with the characteristics of the worker and his activities at work. Toward this goal, a model was built using a multilogistic regression, which allowed predicting the severity of physical sequels caused by a labor risk. From Actuarial Research Clearing House, 2006.

Description: This paper critiques and supplements Professor Schuette's 'Linear Programming Approach to Graduation.' The main points are: 1. The graduation is a problem of estimating the mean vector of a multivariate variable under certain assumptions. Schuette and other discussants emphasized the robustness property of their proposed estimation. This paper points out their mistake and suggests some correcting directions based on Bayesian theory. 2. This paper provides a more complete theoretical rationale for the parameter choosing in the graduation problem. 3. This paper points out the incompleteness of a theorem's proof in Schuette's paper and supplements some interpretations and mathematical details for the proof of some other theorems from a different viewpoint.

Description: This report describes two methods, an observation-based analysis and an actual to model analysis, to analyze long-term care insurance experience to determine if calendar year trends exist.

Description: This report describes two methods, an observation-based analysis and an actual to model analysis, to analyze long-term care insurance experience to determine if calendar year trends exist.

Description: The Product Development Section, the Financial Reporting Section, the Modeling Section and the Committee on Life Insurance Research are pleased to present new research on modeling and forecasting cause-of-death mortality. Authored by a Milliman team led by Alexandre Boumezoued, the report develops a framework for forecasting cause specific death rates. Included also is a Cause of Deaths Forecasting Tool and a user guide for the tool.

Description: The attached report presents the results of a survey whose purpose was to explore life insurance company practices regarding the use of a mortality improvement assumption in the pricing of life insurance products. The survey distinguished between updating base mortality tables for historical mortality improvement versus projecting mortality improvement into the future.