Description: This is a sequel to Panjer's paper. The Walter Reeed Staging Method - WRSM - is a method that groups patients infected with HIV into various stages. This paper looks at mathematically modeling the transition process of HIV by using the WRSM. This paper argues that Panjer's results are biased and understates the average time it will take an HIV life to develop AIDS.

Description: This paper thoroughly describes risk premium calculation based on an insurance portfolio consisting of policies risks insured over a finite time interval.

Description: It is assumed that the force of interest varies as an auto-regressive process of order 2, AR[2]. The moments of the accumulated value of 1 paid at the beginning of each period, for n periods, are developed using moment generating functions.

Description: This paper cautions against using expected utility theory for measuring insurance risk, because of the numerous inherent difficulties associated with it. Instead, an approach for loading gross premiums that is based on risk-measure functions is explored. Discussions of this paper are included.

Description: Full version of Pension Section News, August 2002, Issue No. 49.

Description: This paper presents an algorithm for approximating the probability of ruin for a Poisson process - which is often used to model an aggregate claims process.

Description: In this paper, the calculation of life insurance functions taking an HIV+ life into consideration is examined. From Transactions of Society of Actuaries 1989, Vol. 41.

Description: This paper presents a model of the progression of the Acquired Immunodeficiency Syndrome [AIDS] epidemic in the United States. From Transactions of Society of Actuaries 1989, Vol. 41.

Description: Full version of Product Development News, August 2002, Issue No. 53.