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Evaluation of the Ruin Probability in Ordered Risk Models
insurance company holds an initial capital of amounts u, receives premiums and pays claims as time goes by ... of the insurance company at time t ≥ 0 as R(t )= u+ ct − N (t )∑ i=1 Wi . (1) The claim arrival process ...- Authors: Michael Brown
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Soft Computing Applications in Actuarial Science
Soft Computing Applications in Actuarial Science The purpose of this article ... review;Currency risk;Morbidity rates=Morbidity tables;Mortality modeling;Risk categories=Risk classes;Underwriting;Credit ...- Authors: Arnold Shapiro
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods; Technology & Applications>Computer science
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Mixed Lognormal Distributions
denoted by h(x) and it is equal to r h(x) = //(,lu) ~U) du, Vxe~+ (1.2) ~R The purpose of this paper ... - a 2 Note that if U ~ N(a, b2), then e u ~ LN(a,b). Recall from (2.1) that e u is the median of the ...- Authors: Jacques F Carriere, Christina Ho
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Minimum Variance Plans and the Method of Lagrange Multipliers
Thus w/2 = nDHM!nOH and the minimum variance policy s~tisfies: k = 0.1.2 ••••• n-l and has variance ... QM_"> } k=O M - E(Z)s~ Thus we have two equations in two unknowns. Let n-l o (S ..... )2 + "PM'L { ...- Authors: Stephen J Spindler
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods