Course 8E Published References

“Management, Risks, Regulation and Accounting of Derivatives,” Chapter 3 Only, CIA Educational Note: March 1996

Fair Valuation of Insurance Liabilities: Principles and Methods, AAA Monograph.

“An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital”, pp.18-23 only, NAAJ, April 2002

'Fair Value of Liabilities: The Financial Economics Perspective', NAAJ, January 2002

Liquidity Modeling and Management, RSA 27, No. 2.

Course 8F Published References

“Strategic Management of Life Insurance Company Surplus,” (exclude appendix and discussion), TSA XXXVIII, pp. 105–116

“Management, Risks, Regulation and Accounting of Derivatives,” Chapter 3 Only, CIA Educational Note: March 1996

Fair Valuation of Insurance Liabilities: Principles and Methods, AAA Monograph.

“An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital”, pp.18-23 only, NAAJ, April 2002

'Fair Value of Liabilities: The Financial Economics Perspective', NAAJ, January 2002

Liquidity Modeling and Management, RSA 27, No. 2.

Course 8G Published References

“Cumulative Anti-Selection Theory,” TSA XXXIV, pp. 215–246

“Required Surplus for the Insurance Risk for Certain Lines of Group Insurance,” TSA XXXVI, pp. 9–34, D37–47

ASP No. 5, “Incurred Health and Disability Claims,” December 2000, ASB

ASP No. 8, “Regulatory Filings for Rates and Financial Projections for Health Plans,” January 1989, ASB

ASP No. 18, “Long-Term Care Insurance,” January 1999, ASB

“Flexible Benefits Update,” RSA 17, No. 3A, pp. 971–990.

“Long-Term-Care Insurance Valuation Methods,” TSA XLVII, pp. 611–684.

 “SOA Long-Term Care Experience Committee Intercompany Study: 1984-2001” (pp. 3-70 only; appendices for reference only).