Description: Presentation from the 41st Actuarial Research Conference held on August 10-12, 2006 in Montreal, Canada. Fuzzy set theory is incorporated into times series analysis, giving fuzzy parameter estimates of models such as ARMA and GARCH. Examples are given, including returns on a stock and option valuation.

Description: This paper investigates the effect of select birth cohorts on pricing of mortality-based securities, such as survivor bonds, life annuities in general, or portfolios of life annuities.

Description: This abstract describes a paper that develops a saddlepoint approximation for the aggregate claims distribution and compares with some existing approximations.

Description: Paper examines the existence of select birth cohorts of unusually high longevity improvement, their geographic locations, and their effect on retirement annuities. From 2005 Living to 100 and Beyond Monograph, M-LI05-1.

Description: The abstract for the paper An Investigation of Select Birth Cohorts.

Description: This paper highlights the menace of overweight and obesity which are on the rise. Health care systems and insurance industries are directly affected. Liability claims are on waiting. The food related damage claims are costly. Insurers are therefore driven to find a solution: classify overweight and obesity as a group, adjust their premium to reflect the cost, and justify the classification and the adjustments.

Description: This abstract describes a paper that examines an approximation method for computing tail probabilities and probability functions of aggregate claims.

Description: The abstract for paper Mortality Improvement Select Birth Cohorts and Their Effect on Pricing Survivor Bonds.