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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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On the Time Value of Ruin
On the Time Value of Ruin This paper studies the joint distribution of the time of ruin, the surplus ... and the deficit at ruin. The classical model is generalized by discounting with respect to the time ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option Pricing
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option ... measure, model, and manage risks. Risk associated with the investment function is a major uncertainty faced ...- Authors: Hans U Gerber, Elias Shiu
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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An Algorithm for Computing Expected Stop-Loss Claims under a Group Life Contract
computing the expected loss under a group life contract in excess of a stated limit. The paper also ... compute the variance and standard deviation of the stop-loss claim and suggests how the method can ...- Authors: William A Bailey, Hans U Gerber, L Giles, Richard S Hester, Donald A Jones, John A Mereu, Gerald J Rankin, Courtland C Smith, William J Taylor
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Forecasting
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A Proof Of The Schuette-Nesbitt Formula For Dependent Events
A Proof Of The Schuette-Nesbitt Formula For Dependent Events This is Mr. Gerber's ... Proof Of The Schuette-Nesbitt Formula For Dependent Events This is Mr. Gerber's proof of the Schuette-Nesbitt ...- Authors: Hans U Gerber
- Date: Jan 1979
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional associations
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The Uniform Distribution of Deaths Assumption and Probability Theory
The Uniform Distribution of Deaths Assumption and Probability Theory The purpose of this note is to ... formulas of life contingencies can be derived almost painlessly under the uniform distribution of deaths ...- Authors: Hans U Gerber, Donald A Jones
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
Practical Considerations in Connection with the Calculation of Stop-Loss Premiums This paper presents a ... also includes a discussion of the paper. From Transactions of Society of Actuaries 1976, Vol. 28. Premiums;Stop-loss ...- Authors: Hans U Gerber, Donald A Jones, Harry H Panjer, Application Administrator
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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The Time Value of Ruin in a Sparre Andersen Model: Ruin Theory by Divided Differences
The Time Value of Ruin in a Sparre Andersen Model: Ruin Theory by Divided Differences This paper discusses ... discusses the time value of ruin in a Sparre Anderson Model and presents multiple equations, including ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Cause-of-Death Life Tables: Application of A New Technique to Worldwide Data
Cause-of-Death Life Tables: Application of A New Technique to Worldwide Data In an increasing population ... population the number of persons falls off from age to age more rapidly than does the stationary population ...- Authors: Hans U Gerber, Cecil J Nesbitt, Robert Schoen, Sam Preston, Thomas N E Greville, Application Administrator
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality; Modeling & Statistical Methods
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The Simplex Algorithm and the Exchange Method
The Simplex Algorithm and the Exchange Method The presentation of the simplex algorithm in 'A Study ... follow. The purpose of this note is to show that a better understanding can be obtained by means of a geometric ...- Authors: Hans U Gerber
- Date: Jan 1981
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods