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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
within the context of expected utility theory. • u = concave utility function of wealth of the buyer ... for complete coverage against the loss Y. u(w – P) = E[u(w – Y)]. • See Bowers et al. (1997, equation ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Managing Your Life as an Actuary: Developments within the SOA
Managing ... Lm'oe _o CorpOra t~O~= ~?O,o ~0~ ~o,.~ Be~ s Drug comPanies ,,:2 °,.,o- I~y ()pera/in K ... l Social Security Mortality Research A major research project on mortality projection methtxls; ...- Authors: Anna M Rappaport
- Date: Jan 1999
- Competency: Leadership>Professional network leverage
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development
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Final Programme of the 24th Actuarial Research Conference
Cox A Regression Approach to Injured Worker Mortality - Oary O. Yenter Coffee break, Lobby Some ... Some Thouohts On Modellino The Select Mortality Of UK Female Insured Lives - lain D. Currie A Method ...- Authors: Society of Actuaries
- Date: Jan 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development
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Society of Actuaries Research Activity: Structure and Highlights
an Individual Annuitant Mortality Valuation Table and Standard Expense Table for Sales Illustrations ... Illustrations, and a study of the Persistency of Annuity Products, the third in a series of such studies conducted ...- Authors: Warren Luckner
- Date: Jan 1997
- Competency: Leadership>Professional network leverage
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession
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Challenge of an Aging Society
Challenge ... early retirement I n t roduct ion - cont inued U.S. perspective, but • Similar issues in Western countries ... 0`6 1 I 2.4 I 3.4 l 43 l ,9 1 ,o 1 6,7 S.7 9.l 10.9 10.'/ 9,7 9.2 8,7 9,2 96 ...- Authors: Anna M Rappaport
- Date: Jan 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Gender factors; Demography>Longevity
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Credibility Using A Loss Function from Spline Theory
linear operator (£ / - 1) / h, in which 4, h L s z = - [ f z " ] " + z, i f - E[X] ¢ and {1, ... differential operator £ on S if there exists a non-zero function ~ in S such that £ cO= )v q~. The function ...- Authors: Virginia Ruth Young
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Representative Interest Rate Scenarios
Foundat ion for many models 143 ! ! h a t'P u 1[ • Cashflow testing for • New York Regulation ... choose I0 representative ones ! r ~1 / so ,~ ,, /s ~o i ~ i ~..0,1~,,,...i~..30 il ..............- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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An Imaginary WWW Home Page for the SOA and/or Communicating Educational Topics and Research Results on the Internet
Page • Balducci 's Actuar ia l , R isk, and Insurance Page l, inks • Balducci 's Actuarial Prepr ... Prepr int Service • Balducci 's Insurance Cartoons • Balducci 's List oI' Interesting Links Canadian ...- Authors: David Scollnik
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession; Technology & Applications
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The Actuarial Profession and the Academic Community
The Actuarial Profession and the Academic Community This 1998 presentation from the 33rd Actuarial ... received during the related session at last year's Actuarial Research Conference, 2. some the results ...- Authors: Warren Luckner
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Academic partnerships
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Actuarial Research Clearing House ARCH 1982 Vol. 1 - Statistical Theory of a Simulation Scheme for Determining the Surplus Needs of a Life Insurance Company
Bivariate Distribution Family with Specified Marg inal s" , JASA Vol. 76 no. 373, March 1981. 2. Tenenbein ... about. There is T and there is p s' Now let me explain what T is, P s is a little more difficult to ...- Authors: Aaron Tenenbein
- Date: Jan 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods