united states - International Actuarial Association

8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
UNITED STATES
SOCIETY OF ACTUARIES
Table of Contents, July 2001 through October 2001
North American Actuarial Journal
Volume 5, Number 3, July 2001
Table of Contents
Feature Articles
Valuation of the Reset Options Embedded in Some Equity-Linked Insurance
Phelim P. Boyle, Adam W. Kolkiewitz, and Ken Seng Tan
1
A Gaussian Process of Yield Rates Calibrated with Strips
J. F. Carrière
19
Dynamic Fund Protection
Junichi Imai and Phelim P. Boyle
31
Macroeconomic Aspects of Private Retirement Programs
Krzysztof M. Ostaszewski
52
The Shift to Defined Contribution Pension Plans: Why Did It Not
Happen in Canada?
Robert L. Brown and Jianxun Liu
65
Bayesian Risk Measures for Derivatives via Random Esscher Transform
Tak Kuen Siu, Howell Tong, and Hailiang Yang
78
The Joint Distribution of Surplus Immediately before Ruin and the
Deficit at Ruin under Interest Force
Hailiang Yang and Lihong Zhang
92
State Price Density, Esscher Transforms, and Pricing Options on
Stocks, Bonds, and Foreign Exchange Rates
Yong Yao
104
IAA Bulletin AAI N°34 X-2001
8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
North American Actuarial Journal
Volume 5, Number 4, October 2001
Table of Contents
Feature Articles
The Relationship Between the Supplemental Security Income and the
Old-Age, Survivors, and Disability Insurance during the 1990s
John A. Beekman and Eli N. Donkar
1
Case Studies Using Panel Data Models
Edward W. Frees, Virginia R. Young, and Yu Luo
24
Interest Rates, Population Growth, and Technology
Andrew P. Leung
43
Principal Applications of Bayesian Methods in Actuarial Science:
A Perspective
Udi E. Makov
53
A Statistical Method for Monitoring a Change in the Rate of
Nonacceptable Inpatient Claims
Marjorie A. Rosenberg
74
The Impact of the Inpatient Prospective Payment System and
Diagnosis-Related Groups: A Survey of the Literature
Marjorie A. Rosenberg and Mark J. Browne
84
Evaluating Managed Care Effectiveness: A Societal Perspective
Jill Schield, James J. Murphy, and Howard J. Bolnick
95
Departments
Discussions of Papers Already Published
“Financial and Demographic Risk of a Portfolio of Life
Insurance Policies with Stochastic Interest Rates: Evaluation
Methods and Applications.”
Discussion by Fabrizio Cacciafesta
“Why Men Die Younger: Causes of Mortality Differences By Sex”
Discussion by Jess Mast
“Why Men Die Younger: Causes of Mortality Differences By Sex”
Discussion by Leonie Tickle
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
THE ACTUARY
Tables of Contents — May 2001 through October 2001
The Actuary, Volume 35, Number 5, May 2001
Table of Contents
Take advantage of the Internet to ensure your company’s success
Steve Bryzeal
1
Editorial: Actuaries have mystery, and—maybe—panache
Jay A. Novik
2
Unbundled risk assessment
Tom Bakos
4
Insurance on the Internet—promise, potential, and reality
Adam Klauber
7
Book Review: Calculated Risk by Denise Tiller
Morris Fishman
10
Social Security deficit discussion tapes offered
10
SOA web report
11
SOA member earns academic accolade
11
Dear Editor
15
Puzzle
16
The Actuary, Volume 35, Number 6, June 2001
Table of Contents
Demutualization—one year later
Linda Heacox
1
Editorial: The same, but not the same
Charles McLeod
2
Securitization of insurance transactions
Steve Prince
10
Conference focuses on aspects of annuity products
13
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Anna M. Rappaport
Survey results reveal Fellows’ views on SOA elections process
Stuart Wason and Cheryl Enderlein
14
SOA web report
15
Mo Chambers serves as IAA President
15
CIA symposium scheduled for September
16
Act now for exhibit space at annual meeting
16
Actuarial Research Clearing House steps into the future
16
Mail alert: Second Ballot on the way
17
Research corner
18
Letters to the editor
19
Puzzle
20
Supplement
President-Elect candidates talk to The Actuary
1
The Actuary, Volume 35, Number 7, September 2001
Table of Contents
Perspectives on our Aging Society and this issue of The Actuary
Anna M. Rappaport
1
Editorial: SOA’s Strategic Plan
Anna M. Rappaport
2
The new face of aging
Linda Heacox
3
Employee benefits changing with population
9
Financial product design, marketing must change with population
Linda Heacox
15
Changing patterns of retirement
20
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Anna M. Rappaport
Elections Task Force identifies current problems and possible solutions
Stuart F. Wason and Cheryl Enderlein
21
E&E corner
22
Research corner
23
E-mail discussion list activated
23
Puzzle
24
The Actuary, Volume 35, Number 8, October 2001
Table of Contents
The strategic evolution of the Health Benefit Systems Practice Area
Kara L. Clark and Thomas R. Corcoran
1
Message from the SOA President
Rob Brown
1
Editorial: Risky Business
Craig S. Kalman
2
Troubled healthcare system
William R. Lane
3
When does your intellectual property become theirs?
David V. Axene
4
Quality in managed care: What is it?
Jan Carstens and Mark McGuire
6
Actuarial modeling in healthcare
Marjorie A. Rosenberg
8
Medical reinsurance—Steps toward stability
Jeffrey D. Miller and Hobson D. Carroll
10
SOA on-line election a success
Megan Potter
13
Letters to the editor
15
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Cash Balance papers
Thomas B. Lowman
15
E&E corner
18
Puzzle
20
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SECTION NEWSLETTERS
A Special Interest Section is a group of Society members organized to study and discuss their
common function and professional interests and to contribute information to the actuarial
profession. Sections are successful because their members get involved. They are structured but
flexible so as to be responsive both to the needs of the profession and to the specific needs of
their members. Society members can discuss their special interests at the Section level with
other members and still be served professionally through the Society structure.
Sections publish newsletters and special reports, plan Society meetings and seminars, hold
breakfasts and luncheons with guest speakers at Society meetings and support actuarial research
efforts. Section members are eligible to vote in Council elections and to hold office in the
Section to which they belong.
People in the actuarial profession and related fields in the United States, Canada, and other
countries who are not members of the Society of Actuaries have the opportunity to take
advantage of these special interest groups. Nonmembers can subscribe to one or more special
interest Sections in order to receive their mailings and to be invited to participate in seminars and
other Section-sponsored programs. It is a good opportunity to keep abreast of actuarial
advancements and activities in North America.
IAA Bulletin AAI N°34 X-2001
8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
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Section
Actuary of the Future Section
Computer Science Section
Education & Research Section
Futurism Section
Health Section
Individual Life Insurance and Annuity
Product Development Section
International Section
Investment Section
Life Insurance Company Financial Reporting Section
Long Term Care Insurance Section
Management & Personal Development
Nontraditional Marketing Section
Pension Section
Reinsurance Section
Smaller Insurance Company Section
Dues
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$
$10.00
NA
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TABLES OF CONTENTS FROM RECENT SECTION NEWSLETTERS
Education and Research Section
Expanding Horizons, June 2001, Issue #24
(available only online at www.soa.org)
A View from the Chair
Pat Pruitt
IME Congress
It's Time to Vote!
Living to 100: Survival at Advanced Ages
QRS et al
Esther Portnoy
Sessions at Spring Meeting
Summary of Minutes
IAA Bulletin AAI N°34 X-2001
7
8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Financial Reporting Section
Financial Reporter, Issue No. 46, June 2001
Letter from the Editor
Thomas Nace
1
Fair Value — A Practical Challenge
Roger W. Smith
1
If You Haven’t Purchased Your GAAP Book —
It’s Not Too Late!
5
Liquidity Risk Management
Life Liquidity Work Group
6
Financial Reporting Section Council —
Major Projects for 2001
8
Five Financial Reporting Seminars Planned for 2001
9
A New Nonforfeiture Law?
William Schreiner
10
Update on the Financial Reporting Section Web Site
Deb Poorman
11
Plans Laid for Academy’s Life and Health Qualifications Seminar
12
Does the SOA Have Your E-mail Address?
Thomas Nace
13
Chairperson’s Corner
Mike Eckman
14
Volunteers Wanted
15
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Financial Reporting Section
Financial Reporter, Issue No. 47, September 2001
Letter from the Editor
Thomas Nace
1
Applying GAAP to GMDBs
Karen Sasveld & David Heavilin
1
Highlights of the June 2001 NAIC Life and Health Actuarial Task
Force Meeting and Other Topics
Raymond T. Schlude
6
Don’t Drop the Ball
10
Chair’s Corner
Michael V. Eckman
11
XXX and Minimum Standards
Steven F. Grondin
12
New GAAP Guidance Likely to Be Promulgated for Non-Traditional
Products and Separate Accounts
David C. Scheinerman and Mary S. Saslow
16
Attending the Annual Meeting in New Orleans?
19
On the Fair Value of Business Acquired
Joe Koltisko
20
Futurism Section
Actuarial Futures, Issue No. 23, July 2001
Where Actuaries Meet Futurists
Bradley J. Joern
1
Chairperson’s Corner
Robert G. Utter
1
World Future Society Annual Meeting
Robert G. Utter
2
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
From the Editor: Applying Futurism to Our Daily Work
Steven W. Easson
4
Futurism Sessions At The SOA Annual Meeting
Robert G. Utter
4
Globalization—Abstracts from the World Future Society Databank
Steven W. Easson
5
2001 Futurism Section Report — May 1, 2001
Robert G. Utter
8
Health Section
Health Section News, September 2001, Issue Number 41
Chairperson’s Corner
Wachenheim
1 Leigh
Financial Reporting for Healthcare Plans: An Outline of Best Practices
James P. Galasso
1
Accident and Health Work Group of the Life and Health Actuarial
Task Force Meeting Summary, June 8, 2001
2
ERISA Preemption and Managed Care Organizations
Louis G. Lana
9
Current Issues in Stop Loss Market
Daniel L. Wolak
10
Plan’s Laid for Academy’s Life and Health Qualifications Seminar
11
Data Quality in Real Life
Karl G. Volkmar
12
Accident and Health Working Group of the Life and Health Actuarial
Task Force Meeting Summary, March 23, 2001
13
Letter from the Editor
Jeffrey D. Miller
13
Letter to the Editor
Mark Troutman
14
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
International Health Seminar to be Held during the International Congress
of Actuaries (ICA) in Cancun, Mexico — March 17-22, 2002
16
International Section
International Section News, Issue No. 25, June 2001
Chairperson’s Corner
Jim Toole
1
How We Helped Start the New Actuarial Profession in Kazakhstan in 2000
Michael Sze
1
Editor’s Note
Randy Makin
2
My Trip to Budapest
Norm Crowder
7
Actuarial Society of Malaysia Hosts IAA Meeting
Hassan Kamil
8
The CAA Annual Conference 2000
Peter Wrede
10
Section Web Liaison Needed
11
A Worldwide Survey of Life Assurance Premium Relief (LAPR)
Ronald Poon-Affat
12
My Trip to Taipei and Kuala Lumpur — Jan. 7-15, 2001
Robert L. Brown
15
New Tax Regime Extends Attractions of Ireland Centre for
16
Cross-Border European Life Business
Gary Boal
SOA Ambassador Update — Spring 2001
18
The SOA Takes the Associateship Professional Course to Pakistan
Linden N. Cole
20
Minutes of the ISN Section Conference Call — Jan. 23, 2000, 5 pm CST
Sam Gutterman
22
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Highlights of Egyptian Insurance Market
Mohamed F. Amer
24
International Section
International Section News, Issue No. 26, October 2001
Chairperson’s Corner
Jim Toole
1
Modeling Latin American Annuities
Thomas E. Leonard
1
Editor’s Note
Randy Makin
2
International Company Start-up Wrap-up
7
Argentina — Is a turnaround around the corner?
Jorge Noronha
8
German Pension Reform — A New Beginning
B. Auchinleck & H. Mueller
10
Successful Asian Seminars, June 4-12, 2001
Patricia Kum
13
Caring for the Frail Elderly: A U.K. Perspective
David Gulland
14
India’s Insurance Industry Marches Toward Liberalism (Part 2)
Shriram Mulgund
20
U.K. Life Assurance Market
Alan Twigg
25
New Frontiers in the Convergence of Financial Services
Andrew F. Giffin
26
Section Membership Survey Says
28
The Pacific Rim Actuaries’ Club of Toronto
30
International Health seminar to be Held during the International Congress
31
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
of Actuaries (ICA) in Cancun, Mexico — March 17-22, 2002
Minutes of the International Section Council Conference Call,
July 23, 2001, 5:00 p.m.
32
Long-Term Care Section
Long-Term Care Newsletter, Issue No. 5, August 2001
Long Term Care Insurance Reserves and Reinsurance
Philip J. Barackman
1
Editor’s Note
Bruce A. Stahl
2
Chairperson’s Corner
Loida R. Abraham
3
Actuarial Certification
Bartley L. Munson
8
Observations on LTC Mergers and Acquisitions
James G. Stoltzfus
10
Insolvency Due to Long Term Care Insurance
Gary L. Corliss
14
2001 Meeting Editors Wanted
15
Management & Personal Development Section
Stepping Stone, Issue No. 7, September 2001
Interviewing: I knew in the first 2 minutes…
Lisa F. Tourville
1
Message From the Chairperson
James R. Trefz
2
Upcoming 2002 Sessions
3
Web Sites of Interest
3
The Management & Personal Development Section Wants You!
3
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Confessions of a Telecommuter
Mary H. Simmons
6
Tips on Making an Effective Presentation
Philip J. Lehpamer
8
Upcoming Annual Meeting Sessions — New Orleans
see insert
Nontraditional Marketing Section
NewsDirect, Summer 2001, Issue #37
Chairperson’s Corner
James B. Smith
1
Keeping Up With Nontraditional
Tom Bakos
1
Editor’s Corner
Julie L. Tani
3
You’ve Sent Mail
Robert E. Winawer
3
Managing Non-Life Insured Products Sold Through Auto Dealers
Part I — Vehicle Service Contracts
John H. Kerper
7
The Internet — How can the NTM Section use it to better advantage?
Steve P. Cooperstein
11
Product-Development Considerations for the Bank Market from the
Successfully Selling Insurance in Banks — The Whole Picture Seminar
Maria N. Thomson
12
NTM Sessions in Toronto
14
NTM Sessions in New Orleans
16
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Nontraditional Marketing Section
NewsDirect, October 2001, Issue #38
Chairperson’s Corner
James B. Smith
1
Credit Insurance in Connection With Real Estate Loans
Bill Burfeind
1
Editor’s Corner: New Role for Actuaries: The Regulatory Actuary
Christopher Hause
3
The First Product Development Actuary Seminar
Jay Jaffe
7
NTM-Sponsored Sessions at New Orleans SOA Meeting, October 21-24
8
Managing Non-Life Insured Products Sold Through Auto Dealers
Part II — GAP
John H. Kerper
10
Activities of the Small Face Amount Working Group
Rick Campbell
12
Your ideas for NTM programs for 2002
16
Pension Section
Pension Section News, June 2001, Issue No. 46
Excerpts from the PBGC Actuarial Valuation Report — 2000 Fiscal Year
Joan M. Weiss
1
Chairperson’s Corner
Bruce Cadenhead
1
Articles Needed for the News
2
QDRO’s With Fewer Hassles
Mitchell I. Serota
6
The Continuing Search for the “Ideal” Pension Funding
Thomas R. Benzmiller, Jeffrey A. Rees, and Frank G. Burianek
8
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
2001 Enrolled Actuaries Meeting — Multi-employer Plans Session
and Workshop
Pam Marlin
13
Pension Forecasts: Part 2: The Model Has No Clothes
Lawrence N. Bader
14
Joint Meeting Committees on CRSR and CRSPED minutes
16
Announcement of New Web Site
Joint Board for Enrollment of Actuaries
18
2001 Meeting Editors Wanted
19
Tax Bill Includes Pension Reforms
19
Continuing Education Update
Barb Choyke
20
Pension Section
Pension Section News, September 2001, Issue No. 47
Special Report
OASDI Trust Fund: Principal Economic and Demographic Assumptions
Joan M. Weiss
1
HI Trust Fund: Actuarial Methodology and Principal Assumptions
7
SMI Trust Fund: Estimates under Alternative II Assumption for Aged
and Disabled (Excluding End-Stage Renal Disease) Enrollees
10
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Chairperson’s Corner
Bruce Cadenhead
1
The Changing Retirement Landscape
Robert L. Clark and Anna M. Rappaport
14
401(k) Tax Trap?
Ho Kuen
20
Cash Balance Papers
Thomas B. Lowman
22
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Dead on Time or Late Again?
Gene Kalwarski and Peter Hardcastle
23
Pension Section Council Minutes — June 15, 2001, San
Francisco Hilton Hotel
Lawrence N. Bader
27
Capital Market Assumptions — A 2000 Update
Timothy C. Burns
28
Retirement Issues Symposium News Release: August 9, 2001
Linda Heacox
30
Continuing Professional Education Notice
Joint Board for the Enrollment of Actuaries
31
“Real” Continuing Education in the “Virtual” World
John Riley
32
PBGC’s Question and Answer Corner
32
Product Development Section
Product Development News, August 2001, Issue No. 51
Comments from the Chair
Deanne L. Osgood
1
New Flexibility for VUL Product Design in New York State,
Surrender Charge Limits Revisited
Robert A. Hafner
1
Federal DAC Tax
Matthew S. Easley & Stephen A. Sedlak
4
Annual Meeting in New Orleans
8
Win a Cruise for Two!
9
Product Development Section Meets in Chicago
10
Don’t Forget To Vote In The Product Development Section Council Election!
11
2001 Meeting Editors Wanted
12
Cruisin’ on the Mississippi
12
IAA Bulletin AAI N°34 X-2001
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8. Table of Contents of Actuarial Journals / Table des matières des revues actuarielles (disponible en anglais
seulement)
Reinsurance Section
Reinsurance Section News, Issue No. 49, September 2001
Life Reinsurance Data From The Munich American Survey
James L. Sweeney and David M. Bruggeman
1
Reinsurance in Europe
Joseph F. Kolodney
1
Chairperson’s Corner
Robert W. Beal
6
Introduction to Life Reinsurance Seminar
7
What Is A Dollar Worth?
Mark R. Troutman
10
Section Council Drafts Guidelines for Funding Research Projects
Jeffrey S. Katz
IAA Bulletin AAI N°34 X-2001
see insert
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