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A Proof Of Lidstone's Theorem
A Proof Of Lidstone's Theorem This is a proof on Lidstone's theorem. It contains formulas for calculating policy dividends. Assumptions;Discount rates=Interest rates;Morbidity ...- Authors: Richard W Ziock
- Date: Jan 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional associations; Finance & Investments>Risk measurement - Finance & Investments
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Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law
Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law This is a simplified approach to calculating the variance of the whole life random variable in certain, ...- Authors: John A Mereu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Whole life
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Asymptotics In The Subexponential Case
Asymptotics In The Subexponential Case This is a summary of the presentation given during the ARC Conference. Its purpose was to give a brief introduction to subexponential behavior and to show ...- Authors: DIEGO HERNANDEZRANGEL
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Discrete Multivariate Analysis of Some Actuarial Data
Discrete Multivariate Analysis of Some Actuarial Data This paper shows how discrete multivariate analysis or multidimensional contingency table methods may be applied to data arising in actuarial ...- Authors: Thomas Herzog
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions In 1993, the Chicago Board of Trade introduced a futures contract on a financial index that reflects ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Credibility with Incomplete Information in Group Insurance
Credibility with Incomplete Information in Group Insurance This paper deals with how the credibility levels change based on this lack knowledge. Group insuraace models are used, bill some of tile ...- Authors: Charles S Fuhrer
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Interval Estimates for Risk Loads for Insurers
Interval Estimates for Risk Loads for Insurers In Volume LXXV of the Proceedings there appeared a paper entitled Risk Loads for Insurers by Feldblum. Confidence intervals for the betas in TABLE 4 ...- Authors: William E Bailey
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio
A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio In the present paper, we propose and investigate a numerical method of computing the probability ...- Authors: Rohan J Dalpatadu, Andy Tsang, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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On the Convergence of Actuarial and Financial Methodologies
On the Convergence of Actuarial and Financial Methodologies A theoretical study of the interrelationship between the financial and insurance risk markets. Capital markets=Stock market;Catastrophe ...- Authors: Diego Hernandez
- Date: Aug 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Annuities And Life Insurance Under Random Interest Rates
Annuities And Life Insurance Under Random Interest Rates A study of the effect of random interest rates on life insurance programs and on annuities both certain and non-certain. This is done ...- Authors: Benny Levikson, Rami Yosef
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods