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A Stochastic Definition of Future Shares
A Stochastic Definition of ... Ramsay are discussed. A modification of Ramsay's definition is proposed and an application to life ... insurance reserves is presented. N/A; 798 1/1/2000 12:00:00 AM ...- Authors: José Garrido
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Bridging Theory and Practice
Bridging Theory and Practice Two breakout sessions were held. Their goal was to explore ... rates=Morbidity tables;Mortality rates=Mortality tables=Death rates ;Social Security; 799 1/1/2000 12:00:00 AM ...- Authors: Stuart Klugman
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods>Stochastic models
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Theory of Stochastic Mortality and Interest Rates
of Stochastic Mortality and Interest Rates Statistical properties of interest, annuity and insurance ... insurance functions are examined when mortality and interest are treated as having a random component. Several ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Aug 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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A Proposed Unified Valuation System
A Proposed Unified ... stochastic modeling of risk use to illustrate the S-curve approach to valuation, but more importantly ... information. Annuities;Risk-based capital=RBC; 796 1/1/2000 12:00:00 AM ...- Authors: David Sandberg
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Analyzing Accident Benefit Data Using Tweedie's Compound Poisson Model
Analyzing Accident Benefit Data Using Tweedie's Compound Poisson Model Following Jorgensen ... Tweedie's Compound Poisson Model Following Jorgensen and Paes De Souza 1994, Tweedie's compound ...- Authors: Mary Kelly, Bent Jorgenson
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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On The Numerical Evaluation of Survival Probabilities
|i x Till- equation satisfied by the probability U(w,t) surviving at least t timo intervals given that ... be written down as follows : U(w,t) « F(w + (1 + n)t,t) - (1 + n) /q U (o , t - t ) f (w + (1 + n)T,x)dT ...- Authors: Marc Goovaerts
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Immunization Under Stochastic Models of the Term Structure
(b) The price P(t,s) at time t of a pure discount bond which matures at time s (t<~s) is determined by ... assessment at time t, of the segment /r~T'l. t < T< s} of the spot rate process over the term of the bond ...- Authors: Phelim Boyle
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Modeling & Statistical Methods>Stochastic models
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Simplified Cash Flow Testing of Traditional Participating Whole Life Insurance
Committee Effective August 11, 1995 65 Table of Contents Introduction a. An Overviewofthe ... of course, [ want to thank my supervisor, Frank S. Irish, for his continua] support and guidance tl~ough ...- Authors: Dorothy Andrews
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Whole life; Modeling & Statistical Methods>Stochastic models
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Tight Approximation of Basic Characteristics of Classical and Non-Classical Surplus Processes
Tight Approximation of Basic Characteristics of Classical and Non-Classical Surplus Processes We propose asymptotically correct two-sided ... Assumptions;Stochastic models;Risk theory; 804 1/1/2000 12:00:00 AM ...- Authors: Vladimir Kalashnikov
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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An Optimal Model for Asset Liability Management
An Optimal Model for Asset Liability Management This paper addresses the stochastic modeling for managing ... life=VUL;Yield curve=Term structure;Interest rate risk;Mortality risk; 653 1/1/1996 12:00:00 AM ...- Authors: Lijia Guo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models