Announcement: SOA releases passing candidate numbers for September 2024 Exam P.

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  • Between the Individual and Collective Models, Revisited
    Thus, the pension fund aggregate claims, S, is given by S = S1 + S2. (12) Parameters of the two submodels ... set up, it remains to compute the distribution of S. In the next section, we show that it can be obtained ...

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    • Authors: Francois Dufresne
    • Date: Jan 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods; Pensions & Retirement>Funding