Date
Author
- Harry H Panjer (52)
- Application Administrator (5)
- UNKNOWN David Bellhouse (3)
- Michael Cowell (3)
- Mark Evans (3)
- W Steven Prince (2)
- Thomas W Reese (2)
- Stuart Wason (2)
- Stuart Klugman (2)
- Shaun Wang (2)
- Meredith Lego (2)
- Harry S Panjer (2)
- Hans U Gerber (2)
- Godfrey Perrott (2)
- Elias Shiu (2)
- David Holland (2)
- Charles Barry H. Watson (2)
- Alan Parikh (2)
- Xiaodong Sheldon Lin (1)
- Warren Luckner (1)
- Walter J Mays (1)
- Walter H Hoskins (1)
- W James MacGinnitie (1)
- Virginia Ruth Young (1)
- VALERIE MARGARET LOPEZ (1)
- Teresa Winer (1)
- Steven Venti (1)
- Steven M Coppock (1)
- Stephen Gwin (1)
- Stephen Eadie (1)
- Shumei R Kuo (1)
- Shelley Klein (1)
- Sarah J Sanford (1)
- Sandor Goldstein (1)
- SUWANEE SURASIENGSUNK (1)
- Robert Wilcox (1)
- Robert Stone (1)
- Robert Shapiro (1)
- Robert P Clancy (1)
- Robert McKay (1)
- Robert J Myers (1)
- Robert Brown (1)
- Robert B Thomas (1)
- Robert A Miller (1)
- Richard W Mathes (1)
- R. Dale Hall (1)
- Phelim Boyle (1)
- Peter W Plumley (1)
- Peter L Hutchings (1)
- Paul O Kirley (1)
- Paul J Sulek (1)
- Paul Chow (1)
- Nathan H Epstein (1)
- Murray Silver (1)
- Morris Fishman (1)
- Michael L Zurcher (1)
- Michael Kaster (1)
- Michael K Daly (1)
- Michael F Magsig (1)
- Michael Demner (1)
- Michael Braunstein (1)
- Megan Potter (1)
- Mark van Zanden (1)
- Mark G. Doherty (1)
- Lorraine Cote (1)
- Loretta Jacobs (1)
- Linden Cole (1)
- Leslie Lohmann (1)
- Lee M Tang (1)
- Lawrence N Bader (1)
- L Giles (1)
- Krzysztof Ostaszewski (1)
- Karl K S Lee (1)
- Karen Gentilcore (1)
- Kara Clark (1)
- Judy Feldman Anderson (1)
- John H Biggs (1)
- John B Dinius (1)
- John A Mereu (1)
- John A Beekman (1)
- Jeremy Gold (1)
- Jeffrey A Mohrenweiser (1)
- Janina Slawski (1)
- James W Dallas (1)
- James Makin (1)
- James C Hickman (1)
- Jacque Kirkwood (1)
- J. C. Smith (1)
- J Bruce MacDonald (1)
- Harry A Woodman (1)
- Hal Warren Pedersen (1)
- Gregory Gurlik (1)
- Gregory Glashan (1)
- Gottfried O Berger (1)
- Gordon John Latter (1)
- Gordon E Willmot (1)
- George E Immerwahr (1)
- Gaston Paradis (1)
- Gary Lange (1)
- G Todd Swim (1)
- Show More Show Less
Site
Topic
- Modeling & Statistical Methods (11)
- Mortality (4)
- Stochastic models (3)
- Professional development (3)
- Underwriting - Life Insurance (2)
- Life Insurance (2)
- Global Perspectives (2)
- Financial Reporting & Accounting (2)
- Risk measurement - Finance & Investments (2)
- Morbidity (2)
- Enterprise Risk Management (2)
- Financial economics (2)
- Qualifications (2)
- Academic partnerships (2)
- Stop-loss insurance (1)
- Public finance - Public Policy & Regulation (1)
- Pension finance (1)
- Group plans - Life Insurance (1)
- Reserves - Life Insurance (1)
- Health insurance (1)
- Health & Disability (1)
- Global markets (1)
- Experience Studies & Data (1)
- Capital markets (1)
- Capital management - ERM (1)
- Population data (1)
- Reserves - Annuities (1)
- Professional associations (1)
- Best practices (1)
- Actuarial Profession (1)
- Show More Show Less
Competency
- Technical Skills & Analytical Problem Solving (19)
- External Forces & Industry Knowledge (10)
- Results-Oriented Solutions (3)
- Process and technique refinement (2)
- Practice expertise (2)
- Communication (1)
- Problem analysis and definition (1)
- Incorporate risk management (1)
- Big picture view (1)
- Mentoring (1)
- Actuarial theory in business context (1)
- Show More Show Less
-
Conditional Stochastic Interest Rate Models in Life Contingencies
papers treat the rate of interest as a stochastic process in the determination of values of insurances ... functions. None of these papers consider the current interest rate as a starting point in the model. In this ...Description: Several previous papers treat the rate of interest as a stochastic process in the determination of values of insurances and annuity functions. None of these papers consider the current interest rate as a starting point in the model. In this paper, autoregressive interest models, which are conditional upon current and past interest rates, are developed. It is shown how these models may be applied to the evaluation of moments of interest, insurance and annuity functions. Numerical results are also given.
Hide- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
-
Credibility Models: An Estimating Function Approach
Credibility Models: An Estimating Function Approach Abstract ... for the paper which gives a unified approach to modern credibility models by using the theory of estimating ...Description: Abstract for the paper which gives a unified approach to modern credibility models by using the theory of estimating functions.
Hide- Authors: Harry H Panjer, David X Li
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods