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Aggregate Claims Distributions for Two Correlated Benefits
Aggregate ... A(x,y)+ wB(z ,U) y z = ~ ~ ~y[(: - ,,,)A(~, ~) + ,,,~(~, ~)1 y x ----- (I - u,)En(xg) ~ wEB(xg) ... *:~[*~1 - E, [,1.E~iy] PC = --S-L)I( X ).S DT(y) -- (1 - W)pa + u,p~ = w.pB 172 If Pc is ...- Authors: John A Mereu
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance
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Solution of the Risk Load Problem of Effect on Variability
Solution of the Risk Load Problem of Effect on Variability The method described in this paper ... proportion to its estimated effect on an insurer's surplus variation. Risk load for each category of ...- Authors: Daniel F Gogol
- Date: Jan 1993
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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A Note on Credibility Using a Varying Parameter Model
ones. The equation (5) implies that bit = bi0 + ∑t s=1 vit and yit = bi0 + ∑t i=1 vit + ²it. The covariance ... consists of information from I = 5 states in the U.S. during T = 12 quarters, from the third quarter ...- Authors: JUNGSYWAN H SEPANSKI
- Date: Jan 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
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The Taylor Series Approximation for FAS 91 Adjustments
receipt of each cash flow. Table 1 gives an example, where 5o=.I. Table 1 Time Cash Flow Formula ... is calculated as follows: PVe~(.12) =100e" 12'-s+250e -.12.] +50e" 12"=z=357.6701 180 7. If we ...- Authors: Steven Miller
- Date: Jan 1993
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
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Estimating Accident Incurred Loses from Calendar Year Paid Losses
losses. = (l+t)nLi,m Then (1) (2) (3) (4) (S) (6) Pi = (Li,x / Ax) by definition. = L0, m+ ... 12155 4 - --- 04254 03039 02431 01029 00606 ~1~1~ s 12763 5 04407 03191 02553 01914 00636 (~19 ~r -1 ...- Authors: Richard V Atkinson
- Date: Jan 1993
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Accident insurance
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The Minnesota Antiselection Model
certain unmeasured (and perhaps unmeasurable) variable, s of human behavior. In a voluntary insurance environment ... of this calculation are shown in the following table, for a variety of penetration percentages: Penetration ...- Authors: Application Administrator
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health care; Modeling & Statistical Methods; Public Policy