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Stochastic Life Contingencies with Solvency Considerations
highly suspect; compare Tilley [35] and Giaccotto [17]. The approach is to extend some of the traditional ... Panjer [1], Westcott [39], de Jong [11], Giaccotto [17], and Dhaene [12]. One goal of this study is to ...- Authors: Daniel Dufresne, Edward Frees, Elias Shiu
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies; Financial Reporting & Accounting