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On the Probability of Ruin in a Markov-modulated Risk Model
On the Probability of Ruin in a Markov-modulated Risk Model This paper endeavors to obtain the explicit ... explicit formulas of the probability of ruin in a Markov-modulated model where claim intensities, claim sizes ...- Authors: Yi Lu, Shuanming Li
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Markov Chain
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Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model
Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model This paper shows the application ... application of a threshold strategy on the surplus level of an insurance risk model results in a process that ...- Authors: Ana Maria Mera
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Estimates of the Incidence, Prevalence, Duration, Intensity and Cost of Chronic Disability Among the U.S. Elderly
Estimates of the Incidence, Prevalence, Duration, Intensity and Cost of Chronic Disability Among the U.S. ... Elderly A study of disability experience examines cost burden and degree of disability, and how these ...- Authors: P J Stallard
- Date: Feb 2009
- Competency: Communication>Written communication; Professional Values>Public interest representation; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Long-Term Care News
- Topics: Actuarial Profession>Professional associations; Demography>Longevity; Experience Studies & Data>Disability; Long-term Care>Medical expenses; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Markov Chain
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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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Demography for Actuarial Students
will focus on six ideas from demography. They all can be useful to an actuary, yet none of them would ... would be considered at any length if the actuary didn’t study demography. Annuities;Assumptions;Birth ra ...- Authors: John A Beekman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Markov Chain
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Actuarial Monopoly – bringing Markov home to the family
Actuarial Monopoly – bringing Markov home to the family In this article, rather than building financial ... Corality Financial Group, the author applies a Markov Chain and financial analysis to the humble Monopoly board ...- Authors: Tim Heng
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Markov Chain
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Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries Appendix
Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries Appendix Appendix ... Appendix to the Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries ...- Authors: Louise H Anderson, Ian G Duncan, Katherine Hall, Brian C Martinson
- Date: Sep 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Stochastic models
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Ruin Theory and Credit Risk
Ruin Theory and Credit Risk This paper builds a new risk model for a firm which is sensitive to its ... model the credit rating. Recursive equations for finite time ruin probability and distribution of ruin ...- Authors: Hailiang Yang
- 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>Markov Chain; Modeling & Statistical Methods>Stochastic models
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Non-Insured Home and Community-Based Long-Term Care Incidence and Continuance Tables ZIP
estimates of incidence and continuance rates from the general population using data available from the National ... Surveys. This report was done by a subcommittee of the Society's Long–Term Care Experience Committee ...- Authors: Application Administrator, Robert Yee, P J Stallard
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Long-term care - Experience Studies & Data; Modeling & Statistical Methods>Markov Chain
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The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods
The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain ... paper considers the Bayesian analysis of the generalized Poisson distribution GPD and the generalized Poisson ...- 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