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Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents ... obtain exactly some known individual characteristics, while obtaining a table that is as close as possible ...- Authors: Samuel Cox, Allan C Weaver, Patrick L Brockett
- Date: Oct 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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Adjusting Life Tables to Incorporate Pertinent Personal Profile Information
Adjusting Life Tables to Incorporate Pertinent Personal Profile Information Shows how to use personal ... the purpose of modifying an existing mortality table to reflect the collected underwriting information ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Life Insurance>Underwriting - Life Insurance
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the ... Risk: The 1995 Bowles Symposium, M-FI97-1. Asset valuation;Catastrophe reinsurance;Derivatives;Loss ratio=LR;Risk ...- Authors: Samuel Cox, Patrick L Brockett, James Smith
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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A Chance Constrained Programming Approach to Pension Plan Management
investment income do not have to be allocated to individual employee participants. As mentioned above, ... we shall use the 1983 Group Annuity Mortality Table with separate rates for males and females in order ...- Authors: Patrick L Brockett, Li Sun, Abraham Charnes
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods
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Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data
[8]). Other applications are risk analysis and individual risk profile analysis. 2. DEFINITION The ... the relative mortality ratio data extracted in Table 1. The age intervals used in the medical study were ...- Authors: Samuel Cox, Patrick L Brockett, Yun Song, Boaz Golany, Fred Y Phillips
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
known or assumed individual characteristics, while si- multaneously developing a table that is as close ... close as possible to a given standard mortality table. • How to graduate or smooth observed insurance ...- Authors: Bradley P Carlin, Beda Chan, Thomas Herzog, William L Roach, Elias Shiu, Patrick L Brockett, Josh Babier, Wojciech Szatzschneider, E S Rosenbloom
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Modeling & Statistical Methods
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Operations Research in Insurance: A Review
whole life policy. It assumes that the insured individual requires a given level of protection and is ... suggested by Jennergren [150] for use as an asset valuation method. Navarro and Nave [211] use linear programming ...- Authors: Patrick L Brockett, Xiaohua Xia
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Technology & Applications
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Abstracts
the purpose of modifying an existing mortality table to reflect the collected underwriting information ... general fashions than in Study Notes. For three individual cost methods, concise formulations and auxiliary ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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REROSHE: The Concept of a Risk-Free Equivalent Return on Shareholders' Equity
thousand shares of Go-Go, Inc.? When pricing a new individual life product, how conservative should the assumptions ... seeks to make prob- ability statements about an individual line of business or a block of roughly identical ...- Authors: Alastair G Longley-Cook, Elias Shiu, Donald R Sondergeld, Oakley E Van Slyke, Patrick L Brockett
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Capital - Life Insurance
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Optimal Ruin Calculations Using Partial Stochastic Information
earlier and as described in Bowers et al. [1]. Table 1 presents the numerical results. The values of ... the value of u which will insure that the ruin TABLE I BOUNDS UPON THE ADJUSTMENT COEFFICIENT USING ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models