Description: This paper discusses the implications of the use of the fund of unreleased capital gains on common stocks as required surplus. By 'Unreleased Capital Gains' the author is talking about a situation where realized and unrealized capital gains are annually placed in a fund and a percent of that fund is released into income and/or surplus annually. Actuarial Research Clearing House ARCH 1988, Vol. 3

Description: Actuarial Research Clearing House (ARCH) 1989 Vol. 1 - Table of Contents

Description: This paper studies the variability of pension costs and fund levels under various funding methods. From Actuarial Research Clearing House 1990, Vol. 1.

Description: This presentation outlines strategies for optimal return on bonds and presents the advantages of liability driven investing. From the Actuarial Research Clearing House ARCH 1990 Vol. 1.

Description: This paper contains personal reflections by Cecil Nesbitt of his 60 years as an actuarial student, teacher, practitioner and researcher to highlight actuarial highlights in North America since 1900. This article is not intended to be a definitive history of actuarial science developments in North America since the beginning of the century. Instead, readers should turn first to 'Actuarial Mathematics' [Proc. Symp. Appl. Math. 35, 1986] and peruse it alongside this article to gain detailed, introductory overviews of the diverse actuarial models that will be mentioned in this paper. The non-exhaustive list of references at the end of this paper is selected to aid such review by pointing the way to other more complete lists in regard to various topics mentioned herein. From Actuarial Research Clearing House 1990, Vol.1.

Description: This is a flyer for the 24th Actuarial Research Conference to be held on August 24-26, 1989 at Concordia University in Montreal, Canada.

Description: This is a list of the participants at the 24th Actuarial Research Conference.

Description: This paper reviews data from the accident study for years 1930-1935 to see if there are any relationships between disabled worker mortality and standard mortality that might endure to the present. From the Actuarial Research Clearing House ARCH 1990 Vol. 1.

Description: This paper considers several features in a model that experiences gradual drifts and jumps for prevalence and survivorship as is the case for AIDS. It is an actuarial model for AIDS when transition intensities follow jump-diffusion processes.

Description: This poster describes the optimal investment and benefit payment problem for a target benefit pension with default risk and model uncertainty.