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Conference of Consulting Actuaries The Proceedings, 1996 Volume XLVI Published by: The Conference of Consulting Actuaries 1110 W. Lake Cook Road, Suite 235 Buffalo Grove, Illinois 60089-1968 Note: Copies of this and prior issues of The Proceedings may be obtained from the Conference office.

Foreword The Proceedings is the professional journal of the Conference of Consulting Actuaries. It contains written transcripts of certain sessions held at the Conference s 1996 Annual Meeting in San Diego, California, from September 8 to September 11, and research papers written by members. These works reflect the views of the authors and do not necessarily represent the position of the Conference. Neither CCA nor its officers, members, or staff assume responsibility or liability for the accuracy of information contained herein nor the appropriateness of its use with specific clients. Each actuary is advised to make an independent judgement regarding the content and use of this information. The Conference wishes to express its gratitude to all persons who have contributed to these Proceedings. We especially thank those who are not members of the Conference for their valuable contributions to the Annual Meeting and this book. Dean A. Wahlberg Chair, Proceedings Committee Keith G. Stewart Publications Director, Conference of Consulting Actuaries Catherine P. Cieck Administrative AssistantCPublications Copyright 8 1997, Conference of Consulting Actuaries All rights reserved by the Conference of Consulting Actuaries. Permission is granted to make brief excerpts for a published review. Permission is also granted to make limited numbers of copies of items in this issue of The Proceedings for personal, internal, classroom, or other instructional use, on condition that the foregoing copyright notice is used so as to give reasonable notice of the Conference s copyright. This consent for free limited copying without prior consent of the Conference does not extend to making copies for general distribution, for advertising or promotional purposes, for inclusion in new collective works, or for resale. The Conference assumes no responsibility for statements made or opinions expressed in the articles, criticisms and discussions published in these Proceedings. PRINTED IN THE UNITED STATES OF AMERICA

Contents of Volume XLVI 1996-97 Conference Board of Directors 1996 Annual Meeting Committee The Proceedings Committee, Volume XLVI John Hanson Memorial Prize Future CCA Annual Meetings/ Future Enrolled Actuaries Meetings Proceedings of the 1996 Meeting Pension/Other Benefits Distribution Planning Strategies William P. Bishop, Co-moderator Savitz Organization Inc. Philadelphia, PA Thomas J. Finnegan, Co-moderator Savitz Organization Inc. Philadelphia, PA Asset Liability Modeling Michael Schlosser, Leader Wm. M. Mercer Richmond, VA Michael W. Peskin, Speaker Michael Peskin Associates Inc. Weston, CT Consulting B Not Practicing Law James P. Klein, Panelist Bruce Pingree, Panelist Baker & Botts 401(k) Plans B What=s New? Randolph B. Root, Moderator Rosslyn, VA John A. Mason, Panelist North American Trust Co. San Diego, CA Wendy L. Wallach, Panelist Wallach & Associates Inc. Fort Lee, NJ Plan Design Issues For Public Plans Stephen T. McElhaney, Moderator Glen Allen, VA Lana Calhoun, Panelist Colorado Public Employees Retirement Denver, CO James A. Rubie, Jr., Panelist W. Alfred Hayes & Company St. Louis, MO Pay at the Top B Current Issues Ken E. Polk, Leader Polk & Associates Richardson, TX Bruce Pingree, Speaker Baker & Botts Late-Breaking Developments James G. Durfee, Moderator Valhalla, NY Max J. Schwartz, Panelist Kramer, Levin, Naftalis, Nessen Harlan M. Weller, Panelist U.S. Department of The Treasury The Consultants Role in Collective Bargaining Margaret M. McDaniel, Moderator

Mark Johnson, Panelist American Airlines Paul Rusin, Panelist Buck Consultants, Inc. Tamara R. Shelton, Panelist Buck Consultants, Inc. Dialogue with the IRS Donald J. Segal, Leader The Segal Company Harlan M. Weller, Speaker U.S. Department of The Treasury Current Developments in Nonqualified Compensation Ira I. Siegler, Moderator Kwasha Lipton LLC Fort Lee, NJ Max J. Schwartz, Panelist Kramer, Levin, Naftalis, Nessen Bonnie Likens, Panelist San Diego Zoo San Diego, CA Ron M. Weber, Panelist R M Weber Insurance Services, Inc. Los Alamitos, CA ASB Current Pension Standards Harper L. Garrett, Jr., Moderator Alexander & Alexander Consulting Lyndhurst, NJ Edward E. Burrows, Panelist Heidi Rackley Dexter, Panelist A. Foster Higgins & Company, Inc. Seattle, WA International Benefit Issues for a Mobile Workforce Kathleen A. FitzPatrick, Moderator A. Foster Higgins & Company, Inc. James C. Bochinski, Panelist Avery Dennison Pasadena, CA David J. Sloss, Panelist A. Foster Higgins & Company, Inc. Asset Transfers Under Section 414(l) Vincent Amoroso, Panelist KPMG Peat Marwick LLP Ellen A. Hennessy, Panelist PBGC 403(b) and 457 Plans Jane Barry, Moderator The Epler Company San Diego, CA Alison Smith Fay, Panelist Feder, Goodman & Schwartz, Inc. Irvine, CA Death and Other Non-AInterest@ing Assumptions Arthur W. Anderson, Moderator Arthur W. Anderson Consulting Actuary Hull, MA Kathleen S. Elder, Panelist Frostburg State University Frostburg, MD Barthus J. Prien, Panelist Prien Associates Inc. Laguna Hills, CA Retirement Income Planning for Employees Duke Johnson, Moderator LaJola Institute, Member of Callen & Associates Management Council

Chuck Maley, Panelist Pacific Bell Time Off: Paid and Unpaid Ken E. Polk, Leader Polk & Associates Richardson, TX Bruce H. Mamary, Speaker Buck Consultants Future of DB/DC David G. Pitts, Moderator Stamford, CT Jeffrey P. Cutts, Panelist Fidelity Investments Marlbourough, MA Michael F. Pollack, Panelist Stamford, CT Richard G. Schreitmueller, Panelist Alexander & Alexander Consulting Baltimore, MD Life/Health/Casualty Current Status of Nonforfeiture Law Changes for Life Insurance Michael L. Beeson, Moderator Tillinghast-Tower Perrin Atlanta, GA Walter S. Rugland, Panelist Milliman & Robertson Hartford, CT Catastrophe Pooling Howard S. Cohen, Moderator Watson Wyatt Worldwide Mark Crawshaw, Panelist Wakely & Associates Inc. Stone Mountain, GA Richard J. Roth, Jr., Panelist California Department of Insurance Los Angeles, CA He Said CShe Said: Debate on Managed Care Ronnie Susan Thierman, Moderator Pacific Bell Mark S. Alhanti, Panelist Atlanta, GA Robert W. Kalman, Panelist Washington DC Disability Management Martha Kipp, Moderator Coopers & Lybrand LLP Dr. Kevin Smith, Panelist Pace Healthcare Care Management Los Angeles, CA Variable Universal Life C. Dale Games, Moderator Massachusetts Mutual Life Insurance Springfield, MA Frederick R. Bellamy, Panelist Sutherland, Asbill & Brennan Joseph P. Garner, Panelist Springfield, MA Ed Kennedy, Panelist Massachusetts Mutual Life Insurance Springfield, MA Lilia M. Sham, Panelist Tillinghast- Atlanta, GA Next Generation of Managed Care/Organized Systems of Care

George B. Wagoner, Leader Glen Allen, VA Lewis E. Devendorf, Speaker William M. Mercer, Inc. Stamford, CT Heidi Perloff, Speaker PepsiCo, Inc. Purchase, NY Actuaries Working with Attorneys and Expert Witness Work Joseph L. Petrelli, Moderator Demotech Inc. Columbus, OH S. Martijn Steger, Panelist Emens, Kegler, Brown, Hill, Ritter Columbus, OH Policy Illustrations B Are You Prepared For 1997 Larry D. Baber, Moderator Milliman & Robertson Inc. Phoenix, AZ Robert E. Wilcox, Panelist Utah State Insurance Department Salt Lake City, UT Tools for AManaging@ Managed Care Thomas S. Tomczyk, Moderator Pittsburgh, PA Anthony Kotin, Panelist Suresh Malhotra, Panelist CCA Solvency Task Force B 4 Years Later Faye Albert, Co-Moderator Albert Associates Miami, FL Joseph L. Petrelli, Co-Moderator Demotech Inc. Columbus, OH Is Big Brother Watching? Howard Tarre, Moderator Kawasha Lipton LLC Fort Lee, NJ Ellen M. Doyle, Panelist Malakoff, Doyle & Finberg Pittsburgh, PA Norman V. Yarborough, Panelist Prudential Insurance Company Woodland Hills, CA Risk Based Capital and Annual Statement Changes Joseph L. Petrelli, Moderator Demotech Inc. Columbus, OH Richard J. Roth, Jr., Panelist California Dept. of Insurance Los Angeles, CA John S. Swift, III Panelist John S. Swift Company, Inc. Buffalo Grove, IL Retiree Medical Prescription Drug Benefits Gary Scott Brantz, Moderator Coopers & Lybrand LLP Roger A. Jones, Panelist Merek Medco Managed Care Montvale, NJ Robert W. Kalman, Panelist Funding Retiree Medical with Insurance Products Dale H.Yamamoto, Moderator

Hewitt Associates LLC Lincolnshire, IL Charlie C. Morgan, Panelist Prudential Asset Management Co. Inc. Newark, NJ Frederick J. Sheehan, Jr., Panelist John Hancock Mutual Life Insurance MSAs: To Be Or Not TO Be Gary Scott Brantz, Moderator Coopers & Lybrand LLP Lawrence B. Leisure, Panelist Anderson Consulting Harry L. Sutton, Jr., Panelist Allianz Life Insurance Co. of North America Minneapolis, MN Basics of Funding Retiree Medical Funding Dale H. Yamamoto, Moderator Hewitt Associates LLC Lincolnshire, IL Ethan E. Kra, Panelist William P. Bishop, Moderator Savitz Organization Inc. Philadelphia, PA Joseph S. Brietfelder, Panelist New England Pension Consultants Cambridge, MA General Interest Keynote Presentation B Opening Session Kenneth A. Kent, Opening Remarks A. Foster Higgins & Company, Inc. Hugh Hewitt, Speaker Hewitt & McGuire Irvine, CA Work/Life Trends: How Will They Influence Your Consulting Practice B and You Ronald B. Sonkin, Moderator Patricia Callahan-Fay, Panelist Fleet Financial Group Providence, RI Carol Greenfield, Panelist Consulting to Individuals Investment Derivatives and Hedging Techniques in Retirement Plans William P. Bishop, Moderator Savitz Organization Inc. Philadelphia, PA Joseph S. Brietfelder, Panelist New England Pension Consultants Cambridge, MA Randolph B. Root, Moderator Rosslyn, VA Everett T. Allen, Jr., Panelist Scottsdale, AZ Alan Entine, Panelist The Segal Company Asset Allocation Strategies for Retirement Plans Organizational Behavior, Strategy, Risk

Ronnie Susan Thierman, Leader Pacific Bell T. J. O=Malley, Speaker SRG Phoenix, AZ Consulting in the Nineties Kenneth G. Buffin, Leader Alexander & Alexander Consulting Group Inc. Lyndhurst, NJ Bill Carney, Speaker Alexander & Alexander Consulting Group Inc. Technology Resources B Now, Training Future Consultants Michael J. Tierney, Leader Actuarial Concepts Jacksonville, FL Brian R. Dempsey, Instructor Imperial Trust Company Costa Mesa, CA Policy Making B Can We Have An Impact? Kenneth A. Kent, Moderator A. Foster Higgins & Company Inc. William Bluhm, Panelist Milliman & Robertson Inc. Minneapolis, MN Ronald Gebhardtsbauer, Panelist American Academy of Actuaries Ellen A. Hennessy, Panelist PBGC Employee Benefit Issues in Mergers and Acquisitions Randolph B. Root, Moderator Rosslyn, VA James P. Klein, Panelist James A. Stinchcomb, Panelist Cincinnati, OH Reports of Officers, Committees and Guests Opening Session Luncheon In Memoriam: Report of the President Jeff Furnish Report of the Treasurer Joseph L. Petrelli Report of the Nominating Committee Larry D. Baber Academy Update Jack M. Turnquist Announcements Kenneth A. Kent Passing of the Gavel Jeff Furnish/Mark V. Mactas Presentation of CCA Officer Nominees Mark V. Mactas In Memoriam William B. Dandy, E. Frederick Fossa, Kenneth C. Godshalk, Paul M. Kahn, Esse D. Langston, Frank J. Lyons, Thomas R. McCall, William S. Mudge, Allen G. Nelson, Earl H. Nicholson, Charles Barry Hurst Watson.