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A Stochastic Definition of Future Shares
Definition of Future Shares This is the abstract of the paper 'A Stochastic Definition of Future Shares' ... Shares'. The traditional definition of actuarial future values and stochastic definition of Ramsay are ...- Authors: José Garrido
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Theory of Stochastic Mortality and Interest Rates
Theory of Stochastic Mortality and Interest Rates Statistical properties of interest, annuity and insurance ... having a random component. Several special models of interest rate fluctuation are examined in detail ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Aug 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Examining Changes in Reserves Using Stochastic Interest Models
Stochastic Interest Models This paper focuses on the fact that life and annuity reserves that are determined ... determined from discounted case flows mask the dynamic nature of interest rates. To study this effect in ...- Authors: Edward Frees, Siu-Wai Lai
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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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 ... to subexponential behavior and to show that the family of subexponential distributions provides ideal ...- 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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Tight Approximation of Basic Characteristics of Classical and Non-Classical Surplus Processes
Tight Approximation of Basic Characteristics of Classical and Non-Classical Surplus Processes We propose ... correct two-sided bounds for random sums where the number of summands has an arbitrary distribution which ...- Authors: Vladimir Kalashnikov
- 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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The Investment Process and Present Value Calculations
The Investment Process and Present Value Calculations After reading the Panjer-Bellhouse paper in the ... the Proceedings of the Ball State University Conference, I wondered whether their technique could be used ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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An Analysis of Long-Term Care Data from Hamilton-Wentworth, Ontario
An Analysis of Long-Term Care Data from Hamilton-Wentworth, Ontario This paper presents some preliminary ... preliminary results of an analysis of data from a regional municipality in Ontario to assess long term care ...- Authors: Bruce Jones
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Long-term care - Experience Studies & Data; Modeling & Statistical Methods>Stochastic models
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Inflated-Parameter Family of Generalized Power Series Distributions And Their Application In Analysis Of Overdispersed Insurance Data
Inflated-Parameter Family of Generalized Power Series Distributions And Their Application In Analysis Of Overdispersed ... Data During the last decade, a vast activity had been observed in generalizing of the classical discrete ...- Authors: Nikolai Kolev, Leda Minkova, Plamen Neytchev
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods>Stochastic models
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An Alternative Option Pricing Model
similar to the Black-Scholes equation [1] is derived. Like the Black-Scholes equation, the model is based ... based upon an assumption of a lognormal distribution of the price of a risky, non-dividend-paying security ...- Authors: Joseph D Marsden
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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A Proposed Unified Valuation System
Proposed Unified Valuation System This is the abstract of the article 'A Proposed Unified Valuation ... some analytical examples of a stochastic modeling of risk use to illustrate the S-curve approach to valuation ...- Authors: David Sandberg
- 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