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Some Observations on the Nature of the Risk of Disability, its Measurement and Control
Some Observations on the Nature of the Risk of Disability, its Measurement and Control This paper explores ... shed some light on the character and extent of the subjective influences which affect the frequency and ...- Authors: Simon T Courant, JOHN H MILLER
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability insurance; Health & Disability>Disability tables; Modeling & Statistical Methods
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Models for the Distribution of Aggregate Claims in Risk Theory
for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate ... aggregate claims of an insurer. The general form of the distribution is considered initially, and, after ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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On the Formula for the L-Function in a Special Mortality Table Eliminating a Given Cause of Death
On the Formula for the L-Function in a Special Mortality Table Eliminating a Given Cause of Death This ... This paper presents formulas for the L-Function and shows this function has applications in computing ...- Authors: Thomas N E Greville
- Date: Apr 1954
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Mortality Risk in Life Annuities
Mortality Risk in Life Annuities The life annuity mortality risk is the variation in actual financial ... experience of a group of annuitants from that expected, attributable to the mortality experience of the group ...- Authors: Larry M Gorski, Hsien-Ming K Keh, Warren Luckner, Robert McCrory, Murray Projector, Robert C Tookey
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Annuities>Payout annuities; Modeling & Statistical Methods
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Adjusting Multiple-Decrement Tables
method of adjusting probabilities of death for short age interval, based on the assumption of a modification ... modification in one of the forces of decrement, is developed. Mortality risk; 2125 11/1/1970 12:00:00 ...- Authors: James C Hickman, John M Krall
- Date: Nov 1970
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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A Mathematical Model of the Incidence of Disability
A Mathematical Model of the Incidence of Disability In this paper, the authors created a mathematical ... by age, duration of disablement, and deferment period for disability risk. The paper is followed ...- Authors: John C Angle, John Miller, James Olsen, Simon T Courant
- Date: May 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Disability; Health & Disability; Modeling & Statistical Methods
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Actuarial Application of the Monte Carlo Technique
Application of the Monte Carlo Technique The purpose of this paper is to describe the application of the Monte ... making. It included a discussion of some of the problems encountered and the solution to these problems.- Authors: Russell M Collins, James C Hickman, Donald A Jones, Nathan F Jones, Robert C Tookey
- Date: Oct 1962
- Competency: 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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Credibility Formulas of the Updating Type
Credibility Formulas of the Updating Type A presentation of a mathematics/statistics based approach ... setting. Includes supporting mathematical proofs of approach. Followed by discussions submitted ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, PAUL ROBERT MILLER, Myron Henry Margolin
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Bayesian methods
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Intervention Effects Among a Collection of Risks
Intervention Effects Among a Collection of Risks This paper describes risk-factor-dependent multiple decrements ... stochastic model of morbidity and mortality processes. For large numbers of risk factors, the model is extended ...- Authors: H Tolley, Kenneth G Manton
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
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A New Collective Risk Model
Collective Risk Model In this paper, a mathematical model is constructed to study the deviations of claims ... random stochastic processes. Discussions of the paper submitted by 2 readers follows Discount ...- Authors: John A Beekman, Ethan Stroh, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models