Description: This is the abstract of a paper that complements the existing research on optimal reinsurance by proposing another model for the determination of the optimal reinsurance design.

Description: This abstract describes a paper that introduces spatio-temporal models and methods for analysis with specific emphasis on quantities of interest in actuarial science. Generalized additive mixed models are used for the analysis of geographic and temporal variability of mortality rates.

Description: This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process of bounded variation.

Description: Abstracts of various papers published in ARCH 1983 Vol. 1

Description: Abstract for the paper which gives a unified approach to modern credibility models by using the theory of estimating functions.

Description: This paper presents a new approach for pricing insurance contracts. The approach is based both on economic and probabilistic arguments. The novel property of this paper is that the pricing argument is based on two factors determining the insurer's expected profit: the first one is the net revenue from selling insurance contracts and the second is the possible loss due to insolvency. From the Actuarial Research Clearing House ARCH 1997 Vol. 1.

Description: This abstract describes a paper that deals with linear pricing rules and risk measures and introduces two kinds of compatibility between prices and risks.

Description: This is the Health and Social Care Analysis Regarding the State of Canadian Women Living in the Alone Stage of Retirement abstract authored by Douglas W. Andrews and Lori Curtis for Session 4B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: There is a large literature on claims reserving. However most of the stochastic models are too complex and end up being a black box for practitioners. They also tend to be over parameterized, which has the effect that they tend to model historical observations very accurately, but they do not necessarily perform well when predicting future claims. This paper applies a Bayesian method that was developed for forecasting very short series with stable [seasonal] patterns. It is constructed on basic Bayesian concepts and leads to very simple prediction formulas. It is then compared with several other methods as to their predictive effectiveness. In so doing, it departs from the traditional ‘triangle-shaped’ framework for development data.

Description: Several authors have used Fourier inversion to compute prices of puts and calls, some using Parseval’s theorem. The expected value of max[S K,0] also arises in excess-of-loss of stop-loss insurance. This is the abstract of a paper that shows that Fourier methods may be used to compute them. The authors take the idea of using Parseval’s theorem further: 1. formulas requiring weaker assumptions, 2. relationship with classical inversion theorems for probability distributions, 3. formulas for pay-offs which occur in insurance. Numerical examples are provided.