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A Multirisk Stochastic Process
" TSA, XXVII (1975), 267. 9. CARLSON, D. L. "Direct Calculation of Contingency Margins for Gross Premiums ... dent of each other for t ~ s. This model is a direct generalization of the model of Beekman and Fuelling ...- Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Discussion - Calculation of Approximate Annuity Values on a Mortality Basis that Provides for Future Improvements in Mortality
basis. For experimental work a single interpolation direct from the tabular values would be adequate. The ... 55. The following brief table provides a more direct measure of the rela- tive accuracy of the mortality ...- Authors: E Ward Emery, Charles M Sternhell
- Date: Nov 1950
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Payout annuities
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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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Investment Generations and Asset Accumulations
each line of business. Whether determined by direct or allocation methods, the foundation for line ... INVESTMENT GENERATIONS AND ASSET ACCUMULATIONS direct and relatively uncomplicated way of arriving at ...- Authors: John H Turoff
- Date: Oct 1963
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset allocation
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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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Aviation Statistics
Aviation Statistics Presents aviation mortality statistics, updated for complete 1961 data and estimated ... PER 1,000 LIFE YEARS OF EXPOSURE Air Force: Primary Course . . . . . . . . . . . Basic Course .- Authors: Society of Actuaries
- Date: Jan 1962
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Life Insurance>Underwriting - Life Insurance
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Revised Tables for Major Medical Benefits
Revised Tables for Major Medical Benefits This paper is presented for the purpose of updating ... the reporting of actual claim experience, its direct purpose being that of publication of revised tables ...- Authors: E Paul Barnhart
- Date: Apr 1969
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data
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Mortality of Railroad Annuitants, 1946-49
Mortality of Railroad Annuitants, 1946-49 This paper discusses the mortality of railroad annuitants ... at least in the first few durations. This is in direct contrast to the understandably heavier mor- tality ...- Authors: A M Niessen
- Date: Sep 1951
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement
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Premiums and Dividends for Individual Ordinary Insurance
coverage and add to it the commissions and the direct out-of-pocket expenses. Here, party because these ... the new policy and for the old policy, so that a direct year-by-year comparison can be made. For a given ...- Authors: Samuel P Adams, William R Burns, Robert H Dreyer, Richard H Fitzpatrick, Charles T P Galloway, Rea B Hayes, Robert E Hunstad, Earl S Magnuson, Kenneth G Murden, Thomas K Pennington, Application Administrator, Robert Walker, Lyle H Barnhart, Alvin B Nelsen, Royal A Johnson, Charles A Yardley, John W Lincoln, Russel E Munro, George H Davis
- Date: May 1968
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance
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Mortality Under Structured Settlement Annuities
Mortality Under Structured Settlement Annuities The first study of mortality specifically related to ... Guideline IX-A. PURPOSES OF THE STUDY The primary purposes of the study were to: 1. Determine the ...- Authors: Society of Actuaries
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Payout annuities; Experience Studies & Data>Mortality