Description: This paper presents a model is which can be used for certain annuities when interest rates and future lifetimes are random. These can be used in determining contingency reserves for possible adverse interest and mortality experience for collections of life annuity contracts. Certain boundary crossing probabilities for the stochastic process component of the model are obtained. From Actuarial Research Clearing House 1991, VOL. 1.

Description: The minimum distance estimator proposed allows for the selection of the best fitting family member without prior distributional assumptions. It is shown that this estimator is consistent and can be made either robust or asymptotically efficient. Its asymptotic distribution is derived and and illustrated with automobile insurance data. From the Actuarial Research Clearing House 1990 Vol. 1

Description: The authors offer a method for estimating parameters for well-known three-parameter models of force of mortality. The method involves fitting a series of linear regressions, and finding the least-squares estimates of all the parameters by using the Golden Section Search method. From Actuarial Research Clearing House 1993, VOL. 1.

Description: This paper discusses the numerical stability of Panjer's recursion in computing aggregate claims distributions. From Actuarial Research Clearing House 1993, VOL. 1.

Description: The purpose of this paper is to present a parsimonious parametric model that explains the pattern of mortality for select and ultimate mortality tables. Specifically, the author modeled the combined rates found in the 1965-70 ALB Basic Tables. From Actuarial Research Clearing House 1994, VOL. 1.

Description: This panel discussion session focused on the practical applications of risk theory.

Description: We ask whether we can find support for the previously reported upper limit of the force of mortality of 0.7, i.e. about the probability of tossing a fair coin.

Description: This is an abstract for the paper, Analysis of Costs for a Chronic Disease with Acute High Cost Episodes by Marjorie Rosenberg and Philip Farrell.

Description: Appendix to the Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries. The Development of a Simulation Model of Primary Prevention Strategies for Coronary Heart Disease

Description: This document provides answers to the exercises in the report titled Complexity Science – an introduction and invitation for actuaries:.