Description: This article describes the development of the uninsured pensioner, UP-94 Mortality Table, including a comparison with other tables and description of projection methodologies using Projection Scale AA.

Description: The key tasks of credit risk capital project under CROSS II mainly focus onL(1 )Adjustment of measurement framework; (2) Calibration of risk factors, including both credit spread risk and credit default risk;3)Introduction of concentration risk measurement; (4) Higher requirement on look-through rule.

Description: Certain valuation assumptions are difficult to set with a high degree of accuracy, whether because the underlying experience is in different economic or interest rate environments, in addition to other reasons. Examples include assumptions for long-term care insurance, annuity options, lapsation and premium persistency on ULSG. This session will share how the actuary can use predictive analytics to augment the assumption-setting process. Some of the benefits to the actuary (along with the company and the regulator) include more accurate assumptions with lower margins for adverse deviations. Of possible interest as well is that applications go beyond valuation and include acquisitions, reinsurance and pricing.

Description: Recent trends in mortality suggest that future gains in life expectancy will occur after age 80. This fact stresses the need and the importance to obtain precise measures of mortality at the highest ages, which are always subject to uncertainty due to misreporting of age at death.

Description: Mortality in the U.S. states at ages 80 and older and over years 1959–2011 analyzed and compared with mortality levels in 13 high-longevity countries.

Description: We ask whether we can find support for the previously reported upper limit of the force of mortality of 0.7, i.e. about the probability of tossing a fair coin.

Description: Complete listing of the tables used in the study to analyze the research data. From Group Medical Insurance Large Claims Database Collection and Analysis, M-HB97-1.

Description: State tables for The United States Mortality DataBase Research Report.

Description: Appendix 7 for The United States Mortality DataBase Research Report.

Description: This report reviews estimates of 2017 U.S. population mortality experience from the National Center for Health Statistics’ National Vital Statistics System.