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A Class of Asymmetric Distributions
A Class of Asymmetric Distributions This paper discusses a class of asymmetric distributions arising in a random summation scheme. Members of the class are called asymmetric Laplace distributions ...- Authors: Tomasz J Kozubowski, Application Administrator
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods
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Letter: Actuarial Data Support, NCS Claims Study - Statistical Comment
Letter: Actuarial Data Support, NCS Claims Study - Statistical Comment This is an internal letter from an actuary to an associate regarding a claims study that established, in the mind of the ...- Authors: Application Administrator
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods
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A Bond Manager's Method for ALM
A Bond Manager's Method for ALM This paper introduces the Bond Manager's Method for ALM which allows the impact of a change in interest rate levels on the present value of a stream ...- Authors: Application Administrator
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Cause-of-Death Life Tables: Application of A New Technique to Worldwide Data
Cause-of-Death Life Tables: Application of A New Technique to Worldwide Data In an increasing population the number of persons falls off from age to age more rapidly than does the stationary ...- Authors: Hans U Gerber, Cecil J Nesbitt, Robert Schoen, Sam Preston, Thomas N E Greville, Application Administrator
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums This paper presents a statistical and mathematical method to calculate Stop-Loss Premiums. It also includes ...- Authors: Hans U Gerber, Donald A Jones, Harry H Panjer, Application Administrator
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Sub exponential Tails
A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Sub exponential Tails This paper studies the tail probability of discounted aggregate claims in a continuous-time renewal model.- Authors: Xuemiao Hao, Application Administrator
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models
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On the Determination of Capital Charges in a Discounted Cash Flow Model
On the Determination of Capital Charges in a Discounted Cash Flow Model We derive formulas for calculating the premiums that should be charged on policies in a discounted cash flow model with tax ...- Authors: Application Administrator
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Comments on Trending Methods in Automobile Insurance Ratemaking
Comments on Trending Methods in Automobile Insurance Ratemaking Discusses some methodological questions which arose in connection with ratemaking for the province of New Brunswick, Canada.- Authors: Application Administrator
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Forecasting
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Aspects of Loan Guarantees Portfolio Diversification
Aspects of Loan Guarantees Portfolio Diversification This paper uses contingent claims analysis to evaluate portfolios of vulnerable private loan guarantees and investigate their risk ...- Authors: Michel Gendron, Application Administrator
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Recursive Definitions of Actuarial Functions
Recursive Definitions of Actuarial Functions This paper looks at mathematical problems formulated in either explicit or implicit form. Followed by several discussion papers submitted ...- Authors: Stephen G Kellison, Quintin J Maltby, Lester R McCracken, Thomas P Tierney, Application Administrator, Edward J Seligman, Thomas N E Greville
- Date: Jan 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods