Publications

“Commuting Analytic Functions Without Fixed Points”, Proceedings of the American Mathematical Society, vol. 37, No. 1, 1973, pp. 114-120.

“An Introduction to Surplus Notes”, The Financial Reporter, Dec. 1994, pp. 15-16.

“Dynamic Financial Models of Property-Casualty Insurers”, Casualty Actuarial Society Forum, Fall 1995. (with co-authors)

“Planned Giving with Gift Annuities”, Nonprofit World, Vol. 14, No. 2, March/April, 1996.

“An Update on Surplus Notes and Other Approaches to Raising Capital for Mutuals”, IASA Interpreter, Vol. LXVIII, No. 6, June, 1996.

The Future of Producer-Owned Reinsurance ... is Now! Georgia State University Working Paper Series, 2003.

“Hitching a Ride,” Best's Review, Vol. 104, No. 3, July 2003, pp. 83-86.

“Optimizing Charitable Gift Annuity Risk Management: Collaring the Bear and the Grim Reaper,” The Journal of Gift Planning, Vol. 8, No. 1, pp. 5-9, 33-41, 2004. (co-authored with Bryan K. Clontz)

Reinsurance Trends and Regulatory Issues, Presented at the 14th annual Assembly of ASSAL, the Association of Latin American Insurance Regulators, in Punta Cana, Dominican Republic, Oct. 2003, updated Nov. 2004 for the Insurance Committee of the Organization for Economic Co-operation and Development, 50 pages.

Economic Effects of Environmental Tobacco Smoke, with co-authors Michael P. Eriksen and Yijia Lin, Published on the Web Site of the Society of Actuaries, 2005. 94 pages.

“Optimizing Charitable Gift Annuity Risk Management, Part II: Reinsurance Revisited,” The Journal of Gift Planning, Vol. 9, No. 2, pp. 5-11, 40-49, 2005. (co-authored with Bryan K. Clontz)

Mortality of Beneficiaries of Charitable Gift Annuities, with co-author Bryan K. Clontz, Published on the Web Site of the Society of Actuaries, 2006. 31 pages.

A Procedure for Simulation with Constructed Copulas, with co-author Samuel H. Cox, Published on the Web Site of the Society of Actuaries, 2007. 13 pages.

Credibility Practice Note, with co-authors, American Academy of Actuaries, 2008. 56 pages.

Presentations at Professional Meetings (Including Panel Discussions)

“Current Topics in Financial Reporting”, Record of the Society of Actuaries, Vol. 16, No. 4A, 1990. (with co-authors)

“AIDS: An Actuary’s Responsibilities”, Record of the Society of Actuaries, Vol. 17, 1991. (with co-authors)

“Cash-Flow Testing as a Management Tool”, Record of the Society of Actuaries, Vol. 19, No. 3, 1993. (panel discussion)

“Reinsurance Accounting for Life and Health Insurers”, Record of the Society of Actuaries, Vol. 19, No. 4A, 1993. (panel discussion)

“How Can Mutuals Get Into the Capital Raising Business?”, Record of the Society of Actuaries, Vol. 20, 1994. (group discussion)

“Surplus Management Strategies”, Record of the Society of Actuaries, Vol. 21, No. 1, 1995. (panel discussion)

“Techniques for Optimizing Investment Yield in Relation to Risk-Based Capital”, presented to the Insurance Accounting and Systems Association, June 3, 1996.

“Cash Flow Modeling for Single Premium Deferred Annuities in the United States”, presented to INFORMS Applied Probability Colloquium, July 27, 1999. (Presentation prepared with co-author Hal Pedersen.)

“Risk Management for Life Insurance with High Investment Component,” Presented at the 12th annual Assembly of ASSAL, the Association of Latin American Insurance Regulators, in Lima, Peru, November, 2001. (Chasque aquí para la versión española.)

“A Procedure for Simulation with Constructed Copulas,” Presented at the Spring Life meeting of the Society of Actuaries, Phoenix, AZ, May 10, 2007.

“Statistical Credibility Theory,” Presented at the Southeastern Actuaries Conference meeting, St. Pete Beach, FL, June 18, 2009. (Click here for a text version of the PowerPoint presentation.)