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An Approximation to the Distribution of Annuity Costs
[7] in 1952. The approaches all involved an individual risk theory model where losses on the portfolio ... portfolio are viewed as the sum of losses on the individual lives. The chief differ- ences between the papers ...- Authors: Newton L Bowers
- Date: Oct 1967
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods
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The Dynamics of Pension Funding: Contribution Theory
The Dynamics of Pension Funding: Contribution Theory In this paper, a general model for a pension plan involving ... plans;Dynamic simulation models;Inflation;Pension valuation; 2410 10/1/1979 12:00:00 AM ...- Authors: Newton L Bowers, James C Hickman, Cecil J Nesbitt
- Date: Oct 1979
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding
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Annuity Approximations
have developed and published many approximate valuation tech- niques. To the actuary who is also very ... splendid book on approximate valuation methods entitled "Approximate Valuation of Life Assurance and Annuity ...- Authors: Newton L Bowers, Ralph Garfield, Cecil J Nesbitt, R Graham Deas
- Date: May 1968
- Publication Name: Transactions of the SOA
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Notes on the Dynamics of Pension Funding
providing for amortization over n years from the valuation time t . In formula (I) the prefix a denotes ... concerning these special contr ibut ion cases in Table i. The contr ibut ion rates involved are c lear ...- Authors: Newton L Bowers, James C Hickman, Cecil J Nesbitt
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding
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Expansion of Probability Density Functions as a Sum of Gamma Densities with Applications in Risk Theory
which are the collective-risk model and the individual-risk model, and it is possible to evaluate moments ... fifth moment may be derived in the same manner. TABLE 1 VALUES OF 10 i FQ~) 0 4 8 12 16 20 ...- Authors: Newton L Bowers
- Date: Oct 1966
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Reinsurance>Stop-loss insurance
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An Upper Bound on the Stop-Loss Net Premium - Actuarial Note
assumptions on X, the amount of total claims (see Table 1). These distributions are illustrative of the ... of the study by Boh- man and Esscher [3] (see Table 2). Stop-loss net premiums are compared with the ...- Authors: Newton L Bowers
- Date: Jun 1969
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Reinsurance
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Pension Plans Funding and Cost
quality or integrity of the assumptions used in the valuation of a pension plan. It will, I believe, force the ... directly with the two rather separate elements of valuation work, elements that have not been viewed as totally ...- Authors: Newton L Bowers, Laurence E Coward, Thomas M Malloy, Daniel F McGinn, Cecil J Nesbitt
- Date: Apr 1976
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Funding
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Introduction to the Dynamics of Pension Funding
funding theory. Section IV makes application to individual cost methods and Section V to aggregate cost ... being linked in each case to a corresponding individual cost method by means of an accrual function ...- Authors: Newton L Bowers, James C Hickman, Cecil J Nesbitt
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding