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Robert L. Brown's Publications

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Publications Research Monograph

  1. Economic Security for an Aging Canadian Population. (102 pages), Society of Actuaries Monograph M-RS99-2. June 1999.
  2. Economic Security in an Aging Population. (137 pages), Butterworths Canada. January 1991.

Papers in Refereed Journals

  1. North American Actuarial Journal (2008). Negative E ects of the Canadian GIS Clawback and Possible Mitigating Alternatives (with Di-
    ana Chisholm). Vol. 12, No. 4, pp. 372-383.
  2. International Social Security Review (2008). Designing a Social Security Pension System. Vol. 61, No. 1, pp. 61-80.
  3. Journal of Business Ethics (2007). Colliding Interests { Age as an Automobile Insurance Rating Variable: Equitable Rate-Making or Unfair Discrimination (with Charters, D., Gunz, S., Haddow, N.), 72: 103- 144.
  4. Annals of Actuarial Science (2006). Income Inequality Over the Later- Life Course: A Comparative Analysis of Seven OECD Countries. Vol. 1, No. 2, pp. 307-317.
  5. Proceedings of the Casualty Actuarial Society (PCAS) (2004). Classification Ratemaking{Further Discussion. Vol. XCI, pp. 118-132.
  6. The ICFAI Journal of Applied Economics (IJAE) (2004). Health Care and Registered Pension Plans: An Immunized Macro Economic Portfolio. Vol. III, No. 6, November.
  7. North American Actuarial Journal (NAAJ) (2004). Social Transfers and Income Inequality in Old-Age: A Multi-National Perspective (with Dr. Steven Prus). Vol. 8, No. 4, October, pp. 30-36.
  8. Journal of Pension Bene ts (2004). A Modest Proposal for Pension Reform in the U.S.: The Factor of 11, Vol. 11, No. 4, Summer, 6 pages.
  9. North American Actuarial Journal (NAAJ) (2004). Further Analysis of Future Canadian Health Care Costs (with Uma Suresh). Vol. 8, No. 2, April, pp 1-10.
  10. North American Actuarial Journal (NAAJ) (2003). Factors Affecting Retirement Mortality (with Joanne McDaid), Vol. 7, No. 2, April, pp 24-43. 11.
  11. Proceedings of the Canadian Institute of Actuaries (2002). Paying for Canada`s Aging Population: How Big is the Problem?, Vol. XXXIII, No. 2, (30 pages).
  12. North American Actuarial Journal (NAAJ) (2001). The Shift to Defined Contribution Pension Plans: Why Did It Not Happen in Canada? (with Jianxun Liu) July, Vol. 5, No. 3, pp 65-77.
  13. North American Actuarial Journal (NAAJ) (2001). A Macro-economic Indicator of Age at Retirement (with Robin Damm and Ishmael Sharara) April, Vol. 5, No. 2, pp 1-10.
  14. North American Actuarial Journal (NAAJ) (2001). Impacts on Economic Security Programs of Rapidly Shifting Demographics January, Vol. 5, No. 1, pp 12-31.
  15. North American Actuarial Journal: Including Homemakers in Social Security. (with Robin Damm and Ishmael Sharara) October, 2000, Vol. 4, No. 4, pp 28-43.
  16. Journal of Insurance Issues: Will Pre-Funding Provide Security for Social Security? A Review of the Literature. Spring 2000, Vol. XXIII, No. 1, pp 48-76.
  17. North American Actuarial Journal: Social Security - Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience in Canada and the United States (with Je rey Ip). January 2000, Vol. 4, No. 1, pp 1-19.
  18. The CanadianWealth Transfer Index. Co-author Claire Bilodeau. Proceedings, Canadian Institute of Actuaries, 1999. Vol. XXVIII No. 2 (1996-97) pp. 435-454.
  19. A Frailty Model for Projection of Human Mortality Improvements. Co- author, ShaunWang Journal of Actuarial Practice. Vol. 6, No. 1, 1998, pp. 1-26.
  20. Social Security: Regressive or Progressive? North American Actuarial Journal. Volume 2, Number 2, April 1998, pp. 1-33.
  21. Pension Reform: Does Freezing the Year's Basic Exemption Make the C/QPP Regressive? Canadian Business Economics. Vol. 6, No. 2, Winter 1998 pp. 49-50.
  22. In Defense of Pay-As-You-Go (PAYGO) Financing of Social Security. North American Actuarial Journal. Vol. 1, No. 4, October 1997. pp. 1-20.
  23. Security for Social Security - Is Privatization the Answer? Canadian Journal on Aging Vol. 16, No. 3, September 1997, pp.499-518.
  24. Reforming Canada's Retirement Income System: Is Prefunding the Answer? Canadian Business Economics. Vol. 4, No. 2. January - March, Winter 1996, pp. 3-12.
  25. PAYGO Funding Stability and Intergenerational Equity. Transactions of the Society of Actuaries. Vol. 47, 1995, pp. 1-28.
  26. Trends in Certain Causes of Death at Young Ages in Canada. Proceedings: The Canadian Institute of Actuaries (with Linn Abraham), Vol. XXVI, No. 2-B, 1995, pp. 361-377.
  27. Long-Term Disability Losses Under OMPP: A Statistical Treatment. Proceedings: The Canadian Institute of Actuaries (with Jason Machtinger), Vol. XXVI, No. 2-B, 1995, pp. 383-427.
  28. Recent Human Rights Decisions Having an Impact on Gender Based Risk Classi cation Systems. The Journal of Actuarial Practice. Vol. 3, No. 1, November 1995.
  29. Taxation Assistance to Quali ed Retirement Savings Plans: Waiver or Deferral? Journal of Actuarial Practice. Vol. 2, No. 1, 1994, pp. 159-166.
  30. Loss Reserve Variability. Proceedings, Canadian Institute of Actuaries (PCIA). Vol. XXV, No. 3, 1994. Co-author Dr. Harry Panjer, pp. 325-343.
  31. Economic Security in an Aging Population: Implications to the Design and Marketing of Group Products. Transactions of the Society of Actuaries (TSA). Volume XLVI, pp. 1-32.
  32. On the Equivalence of the Loss Ratio and Pure Premium Methodologies of Determining Property and Casualty Rating Relativities. Journal of Actuarial Practice, Vol. 1, No. 2, 1993, pp. 97-110.
  33. The Future of the Canada/Quebec Pension Plans. Proceedings of the Canadian Institute of Actuaries. Vol. XXIV, No. 3, 1993, pp. 524-539.
  34. Pay-as-you-go Funding Stability: An Age of Eligibility Model. Proceedings, International Congress of Actuaries, Vol. 4, pp. 35-56, 1992.
  35. An Analysis of the Adequacy of Loss Reserves in Canada. Co-author Harry H. Panjer. Proceedings, 24th International Congress of Actuaries, Vol. 2, pp. 1-14, 1992.
  36. A Prescription for Health in the North American Health Care Delivery System. Transactions of the Institute of Actuaries of Australia. TIAA Vol. II 1991, pp. 828-842.
  37. Environmental Liability Insurance { An Actuarial Primer. Alternatives, Vol. 18-1, June/July 1991, pp. 18-25.
  38. Health Care Costs in An Aging Canadian Population. Journal of the Society of Insurance Research. January 1991, pp. 1-14.
  39. Minimum Bias with GLIM. Proceedings, Casualty Actuarial Society, Volume LXXV, 1988, pp. 187-218.
  40. The Canadian Charter of Rights and Freedoms, Its E ect on the Canadian Automobile Insurance Industry. Proceedings, Casualty Actuarial Society, Volume LXXV, 1988, pp. 163-186.
  41. The Coming Crisis in Canadian Social Security. Proceedings: International Congress of Actuaries, Helsinki, 1988, Volume 2, pp. 53-68.
  42. Underinsured Motorist - IBNR Methodology, co-author H. Mann. Proceedings of the Canadian Institute of Actuaries. (1987), pp. 367-377.
  43. Financial Security for the Elderly in Canada. Proceedings of the Canadian Institute of Actuaries. (1986), Pages 323-362.
  44. Making Demography Relevant: The Canadian Baby Boom". Insurance: Mathematics and Economics, 3 (1984), pp. 279-285.
  45. Toward Computerized Underwriting - A Biological Age Model. Co-author Dr. K.S. Brown. Appeared in Transactions of the Society of Actuaries T.S.A. Vol. XXXV, 1983, pp. 1-19.
  46. The Future of Group Insurance: Demographic Aspects. Co-author BenLutek. Transactions of the Society of Actuaries T.S.A. Vol. XXXV, 1983, pp. 467-501.
  47. Projections of Day Care Supply and Demand in Canada, 1981-2001". Canadian Journal of Early Childhood Education. Vol. 2, No. 2, Winter 1982, pp. 53-60.
  48. Actuarial Aspects of the Changing Canadian Demographic Pro le". Transactions of the Society of Actuaries. T.S.A. Vol. XXXIV, 1982, pp. 373-398. (top)

Books

  1. Mathematics of Finance (and Instructor’s Manual). Zima and Brown.
    McGraw, Hill Ryerson, February 1979 (227 pages).
    Second Edition Published January, 1983 (262 pages).
    Third Edition Published January 1988, (279 pages).
    Fourth Edition April 1993, (350 pages).
    Fifth Edition, January 2001 (356 pages) plus Instructor’s Solution’s Manual (248 pages).
    Mathematics of Finance, 6th Edition. 337 pages. Co-authors Petr Zima and Steven Kopp.
  2. Mathematics of Finance, (256 pages). Zima and Brown. Schaum’s Outline. McGraw, Hill, New York, U.S.A., 1996.
  3. An Introduction to Property-Casualty Ratemaking and Loss Reserving, (153 pages). Actex, Winsted, Connecticut, 1993.
    Second Edition, 2001 (with Leon Gottlieb) 189 pages plus solutions manual.
    Introduction to Ratemaking and Loss Reserving for Property and Casualty Insurance, 3rd Edition. 200 pages. Co-author, Leon Gottlieb.
  4. An Introduction to the Mathematics of Demography, 1st Ed. (230 pages). Actex, Winsted Connecticut, June 1991. Second Edition Published April 1993 (245 pages) 3rd Edition, April 1997 (287 pages).
  5. Mathematics of Finance (281 pages). Knox, Zima, Brown. McGraw Hill, Sydney, Australia, 1984. Second Edition Published 1999 (309 pages).
  6. Contemporary Mathematics of Finance, Zima and Brown. Schaum’s Outline. McGraw, Hill, New York, U.S.A. Published January, 1984. (197 pages)
    Translated into Portuguese for Brazil, 1985, (255 pages). (top)

Book Chapters

  1. The 1996 Reforms to Canadian Social Security, in Lessons from Pension Reform in the Americas. To appear.
  2. A Separate Pension Plan for Alberta, Book Chapter: Alberta Opting out of the Canada Pension Plan: Can it be done? Should it be done? pp. 67-80. The University of Alberta Press. June, 2000.
  3. In Defense of Pay-As-You-Go (PAYGO), Financing of Social Security in The Old-Age Crisis - Actuarial Opportunities: The 1996 Bowles Symposium. Monograph #MR599-1. Society of Actuaries, Chicago II, January 1999, pp. 9-22.
  4. Issues on the Financing of Social Security in Presentations on Social Security Funds Management. April 1997, Beijing. Published by Lincoln National, 1998.
  5. A Demographer's Review of the Assumptions Underlying the OASDI Trustees' Report. Proceedings of the 7th Annual Conference of the National Academy of Social Insurance, Washington, D.C. Chapter 1 of Social Security - What Role for the Future? National Academy of Social Insurance, Washington, D.C., 1996, pp. 21-42.
  6. "Security for Social Security-Raise the Age of Entitlement?" in "Re-writing Retirement". Edited by Ellen Gee and Gloria Gutman, 1995. pp. 69-74. Publisher: Gerontology Research Centre. Simon Fraser University. (top)

Submission to Government Committees

  1. Impacts of Population Aging in Canada. Senate Standing Committee on Banking, Trade and Commerce. October 20, 2005, Ottawa.
  2. A Multi-National Comparison of Income Inequality over the Later-Life course. Senior Policy Advisors to OAS/CPP. November 1, 2005, Ottawa.
  3. On the Advocacy of Bank Mergers. Parliamentary Finance Committee Hearings. January 29, 2003, Ottawa.
  4. A Panel Discussion on Employment Insurance Premiums - Adequacy and Stability. Ottawa, June 16, 2003.
  5. Actuarial Panel meeting with Roy Romanow, Vancouver, June 22, 2003.
  6. One-day closed-door meeting of the Romanow Commission on the Future of Health Care in Canada in Ottawa, April 5, 2002, representing the CIA.
  7. Canadian Institute of Actuaries Submission to the Senate Committee on Health Care Reform (Michael Kirby), Ottawa, March 21, 2001.
  8. Federal Hearings on the Canada Pension Plan Disability Income Benefits Wilfrid Laurier University, June 3, 1996.
  9. Parliamentary Committee. The Future of Canada’s Social Security Systems. Parliamentary Hearings. Ottawa, June 6, 1995.
  10. Meeting with Lloyd Axworthy. Minister of Human Resources. Re: Canada Pension Plan Solvency. Ottawa, May 26, 1995.
  11. Canada Pension Plan Advisory Board. The Future Financing of the
    Canada Pension Plan, October 27, 1994. Victoria, B.C. (top)

Technical Reports (IIPR)

  1. 08-09 Basic Living Expenses for the Canadian Elderly (with Bonnie-Jeanne Mac Donald and Doug Andrews). 57 pages.
  2. 07-08 Designing a Social Security Pension System.
  3. 07-09 Negative Effects of the Canadian GIS Clawback and Possible Mitigating Alternatives.  With Diana Chisholm.
  4. 07-10 Issues in the Issuance of Enhanced Annuities   Co-author Pat Scahill.
  5. 06-04 Income Inequality Over the Later-Life Course: A Comparative Analysis of Seven OECD Countries (with Steven Prus). 13 pages.
  6. 05-01 Age as an Insurance Rate Class Variable: A Pro ject for the Law Commission of Canada and the Insurance Bureau of Canada” by Robert Brown, Darren Charters, Sally Gunz and Neil Haddow. 79 pages.
  7. 04-05 A Modest Proposal for U.S. Pension Reform: The Factor of 11. 8 pages.
  8. 04-09 Education as an Input to Success on Actuarial Exams: Evidence and Policy Implications (with Conrad Ciccotello). 24 pages.
  9. 03-01 Factors Affecting Retirement Mortality (with Joanne McDaid). 55 pages.
  10. 03-02 Some Causes of Fertility Rates Movements (with Claire Norville and Rocio Gomez). 27 pages.
  11. 03-05 Bank Mergers – A Discussion Paper. 4 pages.
  12. 03-07 Further Analysis of Future Canadian Health Care Costs (with Uma Suresh). 13 pages.
  13. 03-15 Social Transfers and Income Inequality in Old-Age: A Multi-National Per- spective (with Steven G. Prus). 8 pages.
  14. 03-18 Classification Ratemaking – Further Discussion. 11 pages.
  15. 02-03 The Pension Factor of 9: Actuarial Logic Skewed by Political Myopia. 20 pages.
  16. 01-06 Theories of Fertility (with Claire Norville). 33 pages.
  17. 01-03 Registered Pension Plans and Health Care for the Elderly - The Perfect Macroeconomic Immunized Portfolio. 29 pages.
  18. 00-05 The Shift to DC Pension Plans: Why Did it not Happen in Canada? (with Jianxun Liu).
  19. 00-02 Issues with respect to the Revenue Canada Pension Limit (with Hyan Tae Kim).
  20. 99-15 A Macro-Economic Indicator of Age at Retirement (16 pages).
  21. 99-11 Including Homemakers in Social Security: A discussion paper (45 pages).
  22. 99-07 Does More Health Care Mean Better Health (30 pages).
  23. 99-02 Alberta Opting Out of the Canada Pension Plan: Can it be done? Should it be done? (45 pages).
  24. 98-05 Retirement: A Multi-Phased Transition (11 pages).
  25. 98-04 Impacts on Economic Security Programs of Rapidly Shifting Demographics (35 pages).
  26. 98-02 Social Security: Adequacy, Equity and Progressiveness. A Review of Criteria Based on Experience in Canada and the United States (57 pages).
  27. 98-01 Pension Reform: Does Freezing the Year's Basic Exemption Make the C/QPP Regressive? (16 pages)
  28. 97-15 Social Security: Regressive or Progressive (65 pages).
  29. 97-13 A Frailty Model for Projection of Mortality Improvements (with S. Wang), (18 pages).
  30. 97-05 Issues in the Modelling of Mortality at Advanced Ages, (10 pages).
  31. 96-25 The Future Competition Between Retirement Income Security and Health Care for Scarce Real Resources, (26 pages).
  32. 96-23 The Oregon Health Care Delivery Remodelling: A Lesson for Canada? (27 pages).
  33. 96-19 In Defense of PAY-AS-YOU-GO (PAYGO) Financing of Social Security, (21 pages).
  34. 96-02 The Canadian Wealth Transfer Index (with Claire Bilodeau), (18 pages).
  35. 95-23 Modeling of Ontario Automobile LTD Losses under Bill 164. (with Shaun Wang and Ken Seng Tan), (18 pages).
  36. 95-20 Security for Social Security - Is Privatization the Answer? (22 pages).
  37. 95-16 Equity Conversion Plans for the Elderly (with J. DiMeo and K.P. Sharp) (96 pages).
  38. 95-14 Economic Aspects of the Aging Canadian Population, (14 pages).
  39. 95-13 Methods of Projections of Fertility and Mortality Rates (with Siok Bin Poh), (40 pages).
  40. 95-07 Mortality Rates by Marital Status: A Discussion (with Giovanni Di Meo), (68 pages).
  41. 95-01 A Demographer's Review of the Assumptions Underlying the OASDI Trustees' Report, (30 pages).
  42. 00-05 The Shift to DC Pension Plans: Why Did it not Happen in Canada? (with Jianxun Liu).
  43. 00-02 Issues with respect to the Revenue Canada Pension Limit (with Hyan Tae Kim).
  44. 99-15 A Macro-Economic Indicator of Age at Retirement (16 pages).
  45. 99-11 Including Homemakers in Social Security: A discussion paper (45 pages).
  46. 99-07 Does More Health Care Mean Better Health (30 pages).
  47. 99-02 Alberta Opting out of the Canada Pension Plan: Can it be done? Should it be done? (45 pages).
  48. 98-05 Retirement: A Multi-Phased Transition (11 pages).
  49. 98-04 Impacts on Economic Security Programs of Rapidly Shifting Demographics (35 pages).
  50. 98-02 Social Security: Adequacy, Equity and Progressiveness. A Review of Criteria Based on Experience in Canada and the United States (57 pages).
  51. 98-01 Pension Reform: Does Freezing the Year’s Basic Exemption Make the C/QPP Regressive? (16 pages).
  52. 97-15 Social Security: Regressive or Progressive? (65 pages).
  53. 97-13 A Frailty Model for Pro jection of Mortality Improvements (with S. Wang), (18 pages).
  54. 97-05 Issues in the Modelling of Mortality at Advanced Ages, (10 pages).
  55. 96-02 The Canadian Wealth Transfer Index (with Claire Bilodeau), (18 pages).
  56. 96-19 In Defense of PAY-AS-YOU-GO (PAYGO) Financing of Social Security, (21 pages).
  57. 96-23 The Oregon Health Care Delivery Remodelling: A Lesson for Canada? (27 pages).
  58. 96-25 The Future Competition Between Retirement Income Security and Health Care for Scarce Real resources, (26 pages).
  59. 95-23 Modeling of Ontario Automobile LTD Losses under Bill 164. (with Shaun Wang and Ken Seng Tan), (18 pages).
  60. 95-20 Security for Social Security - Is Privatization the Answer? (22 pages).
  61. 95-16 Equity Conversion Plans for the Elderly (with J. DiMeo and K.P. Sharp) (96 pages).
  62. 95-14 “Economic Aspects of the Aging Canadian Population”, (14 pages).
  63. 95-13 “Methods of Pro jections of Fertility and Mortality Rates” (with Siok Bin Poh), (40 pages).
  64. 95-07 “Mortality Rates by Marital Status: A Discussion” (with Giovanni Di Meo), (68 pages).
  65. 95-01 “A Demographer’s Review of the Assumptions Underlying the OASDI Trustees’ Report”, (30 pages).
  66. 94-24 Ontario Automobile LTD. Losses: The OMPP Cliff and Bill 164, with Jason Machtinger, (30 pages).
  67. 94-18 Paygo Funding Stability and Intergenerational Equity, (30 pages).
  68. 94-14 Recent Canadian Human Rights Decisions Having an Impact on Gender Based Risk Classification Systems, (11 pages).
  69. 94-13 Long-Term Disability Losses under OMPP: A Statistical Treatment, with Jason Machtinger, (23 pages).
  70. 94-12 Trends in Certain Causes of Death at Young Ages in Canada, with Linn Abraham, (14 pages).
  71. 94-11 Valuations and Appraisals: A Literature Review (prepared for CAS), with H.H. Panjer and K.S. Tan, (20 pages).
  72. 94-09 Tax Assistance to Registered/Qualified Pension Plans and RRSPs/IRAs: Deferral or Waiver? (15 pages).
  73. 93-15 A Study of the Impact of Canadian Smoking Habits upon Mortality Improvement over the Period 1976-1986 (Co-author Kim W. Wong), (27 pages).
  74. 93-11 Some Further Thoughts on Certain Rate Making Procedures, (15 pages).
  75. 93-10 The Future of the Canada/Quebec Pension Plan, (22 pages).
  76. 93-09 The Real Rate of Return for Certain Contribution Rates of the Canada, Pension Plan (Co-authors Chi Hong An, Gaurav Upadhya), (19 pages).
  77. 93-04 Variability of Loss Reserves (Co-author H.H. Panjer), (17 pages).
  78. 93-03 An Examination of Canadian Fertility Rates by the Generation and Calendar Year Approach (Co-author Gaurav Upadhya), (9 pages).
  79. 92-15 Home Equity Conversion Plans (Co-author Harripaul Pannu), (26 pages).
  80. 92-11 A Synopsis and Analysis of Research on Surplus Requirements for Property and Casualty Insurance Companies (Co-authors: H.H. Panjer, A.U. Brender), (93 pages).
  81. 92-09 Economic Security in an Aging Population: Implications to the Design and Marketing of Group Products, (20 pages).
  82. 92-02 On the Discounting of Loss Reserves, (8 pages).
  83. 91-07 Pay-as-you-go Funding Stability: An Age of Eligibility Model, (20 pages).
  84. 91-11 Silver in the Senior Marketplace, (18 pages). (top)

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