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On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process
Kl:,y'o,J O J '...! ~· : dillo-t~egl~essivc PCOCt; 'S$, moment gent"rating function, stochastic inter~' ... ensures that the force of interest g<'n,'rat('s stochastic interest. rates. Finally we assume that ...- Authors: Colin M Ramsay
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Book Reviews and Notices
profession. Reviews: 'Medical Risks: Patterns of Mortality and Survival' by Singer and Levinson, 'The ... 'The Graduation of Pensioners and of Annuitants Mortality Experience 1967-70' by the Institute of Actuaries ...- Authors: Society of Actuaries
- Date: Oct 1977
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement; Pensions & Retirement>Funding; Social Insurance>Social Security
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Examining Changes in Reserves Using Stochastic Interest Models
Models This paper focuses on the fact that life and annuity reserves that are determined from discounted case ... consequences of changes in the interest environment. Annuity reserves;Discount rates=Interest rates;Life reserves;Interest ...- Authors: Edward Frees, Siu-Wai Lai
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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The Effect of Deflation or High Inflation on the Insurance Industry
real and the fear of this scenario has led the U. S. Federal Reserve, and the central banks of other ... basket of representative goods over time. In the U.S., there are approximately 80,000 goods in 200 categories ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Global Perspectives; Life Insurance; Modeling & Statistical Methods>Stochastic models
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Some Aspects of Statement of Financial Accounting Standards No. 87
assets would be random. Other factors (e.g. mortality) are supposed static. Chapter 1 describes the ... information about rates implicit in current prices of annuity contracts that could be used to effect settlement ...- Authors: Daniel Dufresne
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension accounting
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An Analysis of Long-Term Care Data from Hamilton-Wentworth, Ontario
study by sex and number of assessments is shown in table 1. After diminating individuals for whom important ... transitions amongst the levels of care requirements. Table 1: Distr ibut ion by Sex and Number of Assessments ...- Authors: Bruce Jones
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Long-term care - Experience Studies & Data; Modeling & Statistical Methods>Stochastic models
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A Stochastic Investment Model
integral-valued, stochastic process, independent of the X?s and with N(O) -- O. This process counts the random ... degree than is true even for insurance claims. Let S(t) --- ~N('~ X~ be a random sum of the random variables ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators Without ... An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators Without relying on formulas ...- Authors: James A Tilley
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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An Introduction to Collective Risk Theory and its Application to Stop-Loss Reinsurance
two kinds, external risks such as heavy excess mortality resulting from wars and epidemics, and the risk ... completely, and the values of G(y, t) are shown in Table 1 by way of example. The details are left to the ...- Authors: Ernest A Arvanitis, Russell M Collins, Paul H Jackson, Robert C Tookey, Paul Markham Kahn, Herbert L Feay
- Date: Oct 1962
- 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; Reinsurance>Stop-loss insurance
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Optimal Ruin Calculations Using Partial Stochastic Information
at time t is defined to be U(t) = u + ct - S(t), t>-O. Here U(0) = u is the initial surplus, c is ... fund in dollars per year, and S is the stochastic claims process: S(t) = X l + . . . + Xu(o, where ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models