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A Proposed Unified Valuation System
Unified Valuation System This is the abstract of the article 'A Proposed Unified Valuation System' ... risk use to illustrate the S-curve approach to valuation, but more importantly describe key additional ...- Authors: David Sandberg
- 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
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Simplified Cash Flow Testing of Traditional Participating Whole Life Insurance
Committee Effective August 11, 1995 65 Table of Contents Introduction a. An Overviewofthe ... rate scenar/os defined in the NAIC's Standard Valuation Law and New York Regulation 126 (NYI26). By varying ...- Authors: Dorothy Andrews
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Whole life; Modeling & Statistical Methods>Stochastic models
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Immunization Under Stochastic Models of the Term Structure
struc- ture models considered, Table 1 has been prepared. This table gives the prices of pure discount ... Under Stochastic Models of the Term Structure Table I. Bond Prices and Mean Terms of Discount Bonds ...- Authors: Phelim Boyle
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Modeling & Statistical Methods>Stochastic models
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A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio
178 .070 .052 .012 0 This is exactly the same table given in Insurance Risk Models. 4. NUMERICAL METHODS ... probability distribution function of S, given the individual probability distribution function's: ./]~. (x) ...- Authors: Rohan J Dalpatadu, Andy Tsang, Ashok K Singh
- 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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Risk Premiums and Their Applications
condition for nth stop-loss orders is applied to the valuation of risk premium principles. We show that exponential ... properties of the nth stop-loss order under the individual risk model and the collective risk model were ...- 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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Inflated-Parameter Family of Generalized Power Series Distributions And Their Application In Analysis Of Overdispersed Insurance Data
claim S h~us inflated- parameter GPSD when the individual claims have geometric distribution with parameter ... data given in the column headed "Observed" of the Table 10.1 by using IPo(~, p) and INB(% p, r) distributions ...- Authors: Nikolai Kolev, Leda Minkova, Plamen Neytchev
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods>Stochastic models
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The Financial Implications of Finite Ruin Theory
ruin; and 1. LowerIng the limit of liabilit~ on individual cl~ims decreases the probabilit~ of ruin. ... results with a single exampl~. The following table gives the parameters. Claim Severity Distribution ...- Authors: Glenn Meyers
- Date: Jan 1986
- 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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Tight Approximation of Basic Characteristics of Classical and Non-Classical Surplus Processes
formed as a superposition of compar- atively rare individual claims. If one considers a general S. Andersen ... 10 -9 1.13- 10 -12 1.08.10 -Is 1.04.10 -21 Table 1: Pareto-like case: q = 0.9, a = 3,/~ = 0.5 TEv(x) ...- Authors: Vladimir Kalashnikov
- 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
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The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods
Zaire (1974) data. This data is presented in Table 1 for the reader's convenience, along with the first ... For most analyses it will be reasonable 345 Table 1. Zaire (1974) automobile accident injury counts ...- 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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On The Numerical Evaluation of Survival Probabilities
by solving the integral equation (2.5.) we add table 2 Ul■vj p„ (t) n B (y) t - 1 2 3 4 5 Poisson ... 0.997781; 0.995560 0.992135 0.987903 0.982952 Table I, U (o,t) calculated using the algorithm ...- Authors: Marc Goovaerts
- Date: Jan 1980
- 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