Description: Support excel file for Variable Uninsured (Value) Life Annuities.

Description: This report highlights major weather stories that unfolded across the month of May 2020.

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 paper provides illustrative examples of using a Paid Claims Projection model to estimate claim reserves for products in the runoff and a Cash Flow Testing model to determine longevity and profitability of existing products.

Description: This abstract describes a paper that models a firm value by a jump-diffusion process and derives an explicit formula for the default probability.

Description: This abstract describes a paper that discusses the definition of forward rates in general and gives a generally valid definition of forward rates, and continues the work of Norberg (Insurance: Mathematics and Economics, 2010, 47(2), 105-112), who made the first attempt to define general forward transition rates.

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: This abstract describes a paper that proposes a Bayesian hierarchical model to analyze intercompany claim triangles.

Description: This abstract describes a paper that measures the magnitude of the systematic bias, found when using the Lee-Carter model for mortality prediction, using the bootstrap method and also provides suggestions on how to correct the bias.