Publication archives

LRMoE: An R Package for Flexible Insurance Loss Modelling Using a Mixture of Experts Regression Model

This paper introduces a new R package, LRMoE, statistical software tailor-made for actuarial applications which allows actuarial researchers and practitioners to model and analyze insurance loss frequencies and severities using the Logit-weighted Reduced Mixture of Experts (LRMoE) model. LRMoE offers […]

15th Annual Survey of Emerging Risks – Key Findings

The 15th Emerging Risks survey report tracks risk-manager thoughts on the topic beyond the normal planning cycle, trending them over time and seeking strategic implications. The results show a renewed concern for economic risks, along with climate and cyber risks […]

Member’s paper: Going Concern Discount Rate for Pension Plans with High Asset Allocation to Bonds

Due to the increased importance of going concern valuations in the funding of Canadian pension plans, there is an increased emphasis on the assumptions used for these valuations, including the going concern discount rate. This paper addresses considerations when selecting […]

Appointed Actuary Survey of C-1 Practices and Provisions of Life and Health Insurance Organizations in Canada – Survey Report for the 2020 Fiscal Year-End

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Common Mortality Trend Model and Mortality Prediction

In the paper, we propose a framework to allow populations at disparate mortality development stages to be contemporaneously taken into account through a bivariate-population mortality system with an underlying process of common mortality trend (CMT).

Lapse Experience Under Term-to-100 Insurance Policies 2013-2019 – Pivot Table

This workbook contains pivot tables from the CIA T100 lapse study for calendar years 2013-2019.

Lapse Experience Under Term-to-100 Insurance Policies 2013-2019 – Lapse Table

This workbook contains lapse tables from the CIA T100 lapse study for calendar years 2013-2019.

Lapse Experience Under Term-to-100 Insurance Policies 2013-2019 – Report

This is the seventh lapse experience study covering Term-to-100 and similar insurance policies (collectively referred to as T100) for 2013-2019.

Lapse Experience Under Universal Life Level Cost of Insurance Policies 2013-2019 – Report

This is the fourth lapse experience study covering universal life level cost of insurance policies (referred to as “LCOI”; “UL” is used to refer to all types of universal life policies).

Lapse Experience Under Universal Life Level Cost of Insurance Policies 2013-2019 – Pivot Tables

This workbook contains pivot tables from the CIA UL-LCOI lapse study for calendar years 2013–2019.