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Patterns in Persistency
Study. This use of the tables as a target was a primary reason for LIMRA's departing significantly from ... rectness of that decision. lit. METHODOLOGY A primary concern in the choice of methodology was the desire ...- Authors: Joseph R Brzezinski
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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A Practical Algorithm for Approximating the Probability of Ruin
(3) appears to offer a direct approach for evaluating ~(u), in practice, direct evaluation of ~(u) is ... ASTIN Bulletin 12 (1981): 22-26. 24. PANJER, H.H. "Direct Calculation of Ruin Probabilities," Journal of ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Computing the Probability of Eventual Ruin
" TSA 32 (1980): 523--45. 41. PANJER, H.H. "'Direct Calculation of Ruin Probabilities," The Journal ... and Economics 7 (1988): 15-23. 4. P~JER, H.H. "Direct Calculation of Ruin Probabilities," The Journal ...- Authors: Eric Seah
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data
have been available had the actuary done the primary research. 94 TRANSACTIONS, VOLUME XLVII data ... and Cox [6], and Brockett [3]. Why might the primary data be unavailable to the actuary? The original ...- Authors: Samuel Cox, Patrick L Brockett, Yun Song, Boaz Golany, Fred Y Phillips
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Some Moment Inequalities and Their Applications
unnecessarily complicated; now we see that this is a direct consequence of (7). Furthermore, we gather from ... for an unusual though constant interest rate are direct and simple to calculate. However, when the inequalities ...- Authors: Hans U Gerber
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
skewness and kurtosis tests are supplemented by direct tests of skewness and kurtosis that are valid at ... An "S" or "K'" also represents a failure of the direct tests of the skewness or kurtosis. The skewness ...- Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
brute force method of random variate generation, direct inversion either of the cumulative distribution ... below. Examining these numbers, it is evident that direct inversion of the cdf using Newton- Raphson's method ...- Authors: Jacques F Carriere, John A Mereu, Gordon E Klein, David Scollnik, Jeffrey S Pai
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities
The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities The dependent ... therefore p, = 12 E(F(X)G(Y)) - 3; b) and c) are direct results of Theorem 1. THEOREM 3. Let X and Y ...- Authors: Jacques F Carriere, Lai K Chan
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities; Modeling & Statistical Methods
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Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior
companies, health care providers, and any others who want to project mortality or health care demand or costs ... companies, health care providers, and any others who want to project mortality or health care demand or costs ...- Authors: Beda Chan, Michael Cowell, Charles S Fuhrer, Ronald Gebhardtsbauer, Peter W Plumley, Colin M Ramsay
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Graduation by Kernel and Adaptive Kernel Methods with a Boundary Correction
to moving-weighted-average gradu- ation. Our primary objective is to focus attention on a model that ... Smoothness Criterion Smooth graduated rates are a primary objective. There are various ways of measuring ...- Authors: Steven Haberman, Richard Verrall, JOHN EMMETT GAVIN
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods