Description: This is the Chronic Diseases and Longevity Risk: An Application to Type II Diabetes Insurance Products abstract authored by Hsin-Chung Wang, Jack C. Yue and Ting-Chung Chang for Session 5B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This paper proposes a more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted penalty function and dividends paid up to ruin, as well as many others that have not been taken into consideration in the same systematic way, such as the insurer's accumulative utility, expected total discounted claim expenses, etc. The major result provides a unifying approach for all ruin-related quantities that fall in the category of the generalized GS function. From the Actuarial Research Clearing House, 2008, Vol. 1.

Description: This is the abstract of a paper that complements the existing research on optimal reinsurance by proposing another model for the determination of the optimal reinsurance design.

Description: This abstract describes a paper that introduces spatio-temporal models and methods for analysis with specific emphasis on quantities of interest in actuarial science. Generalized additive mixed models are used for the analysis of geographic and temporal variability of mortality rates.

Description: This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process of bounded variation.

Description: This abstract describes a paper that deals with linear pricing rules and risk measures and introduces two kinds of compatibility between prices and risks.

Description: This paper is an analysis of the mortality rates of beneficiaries of charitable gift annuities.

Description: This is the Understanding Multimorbidites abstract authored by Sam Gutterman for Session 6B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: This is the Health and Social Care Analysis Regarding the State of Canadian Women Living in the Alone Stage of Retirement abstract authored by Douglas W. Andrews and Lori Curtis for Session 4B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: There is a large literature on claims reserving. However most of the stochastic models are too complex and end up being a black box for practitioners. They also tend to be over parameterized, which has the effect that they tend to model historical observations very accurately, but they do not necessarily perform well when predicting future claims. This paper applies a Bayesian method that was developed for forecasting very short series with stable [seasonal] patterns. It is constructed on basic Bayesian concepts and leads to very simple prediction formulas. It is then compared with several other methods as to their predictive effectiveness. In so doing, it departs from the traditional ‘triangle-shaped’ framework for development data.