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A General Model For Life Contingencies
A General Model For Life Contingencies This paper discusses a general model for calculating life ... formulation of the model and net reserves and contingency reserves. Contingencies;Premiums;Risk theory; ...- Authors: Hans U Gerber
- Date: Jan 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
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Risk Premiums and Their Applications
Risk Premiums and Their Applications In this paper we discuss some properties of the nth stop-loss order ... order and their application in risk premium principles. We give a necessary condition and a sufficient ...- Authors: Jeffrey S Pai
- Date: Jan 2001
- 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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The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods
The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain ... paper considers the Bayesian analysis of the generalized Poisson distribution GPD and the generalized Poisson ...- Authors: David Scollnik
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Stochastic models
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Premium Calculations by Transformed Distributions
Distributions The concept of transformed distributions is generalized in this paper. First the concepts of net ... are identified with premium intensity and hence the loaded premium is calculated from transformed distributions ...- Authors: Abdul Sharif
- Date: Jan 1996
- 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 Alternative Option Pricing Model
similar to the Black-Scholes equation [1] is derived. Like the Black-Scholes equation, the model is based ... based upon an assumption of a lognormal distribution of the price of a risky, non-dividend-paying security ...- Authors: Joseph D Marsden
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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An Optimal Model for Asset Liability Management
Asset Liability Management This paper addresses the stochastic modeling for managing asset liability ... evaluating of the liabilities of the insurance company in general. We then formulate the ALM process ...- 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
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Manipulating Lagrangian Distributions and Associated Compound Distributions with Maple
Associated Compound Distributions with Maple Applications of Lagrangian distributions to modelling claim frequency ... relatively new concept. The major difficulty is that the generating functions of these distributions cannot ...- Authors: Rohana Ambagaspitiya
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Actuarial Functions as Random Variables
Actuarial Functions as Random Variables The classical approach to life contingencies has treated actuarial ... quantities. In point of fact, these functions really represent the mean or expected values of random variables ...- Authors: Aaron Tenenbein
- Date: Sep 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Minimum Quadratic Distance Estimators for the Zeta Parametric Family
Distance Estimators for the Zeta Parametric Family This is the abstract of the paper Minimum Quadratic ... Estimators for the Zeta Parametric Family. In this paper, we propose a new estimator, based on quadratic ...- Authors: Louis G Doray
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Stochastic models
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Asymptotics In The Subexponential Case
Asymptotics In The Subexponential Case This is a summary of the presentation given during the ARC Conference ... to subexponential behavior and to show that the family of subexponential distributions provides ideal ...- Authors: DIEGO HERNANDEZRANGEL
- 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