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Models for the Distribution of Aggregate Claims in Risk Theory
for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate ... aggregate claims of an insurer. The general form of the distribution is considered initially, and, after ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Mathematical Analysis of Phase 1 and Phase 2 of The Life Insurance Company Income Tax Act of 1959
Analysis of Phase 1 and Phase 2 of The Life Insurance Company Income Tax Act of 1959 The purpose of this ... which in the author's experience has proved useful in testing the tax implications of various management ...- Authors: Quincy S Abbot, H Edward Harland, J Stanley Hill, Russell R Jensen, Joseph C Noback, Robert C Tookey, Harry D. Garber, John C Fraser
- Date: Apr 1962
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Tax accounting; Modeling & Statistical Methods; Public Policy
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The Cost of Recent Additional Mortality under Group Conversions
The Cost of Recent Additional Mortality under Group Conversions Evaluation of the excess mortality element ... element of the Group Conversion charge. Followed by several discussion papers submitted Anti ...- Authors: Russell M Collins, Rea B Hayes, Paul H Jackson, Julia Augusta Oldenkamp, Frederick S Townsend, Julius Vogel, Edward A. Lew, Louis Levinson, Garnett E Cannon, George C Campbell, W Rulon Williamson, Milton J. Wood, Guy W. Pickering, Fred H Holsten
- Date: Oct 1962
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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On the Large Sample Distribution of Mortality Rates Based on Statistically Independent Lives
On the Large Sample Distribution of Mortality Rates Based on Statistically Independent Lives The analysis ... based on several standard but nonelementary theorems of mathematical statistics. Mortality rates=Mortality ...- Authors: John Ernest Walsh
- Date: Jan 1950
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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On the Formula for the L-Function in a Special Mortality Table Eliminating a Given Cause of Death
On the Formula for the L-Function in a Special Mortality Table Eliminating a Given Cause of Death This ... This paper presents formulas for the L-Function and shows this function has applications in computing ...- Authors: Thomas N E Greville
- Date: Apr 1954
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior
Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior This paper presents a ... a model of the progression of the Acquired Immunodeficiency Syndrome [AIDS] epidemic in the United States ...- 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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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
Practical Considerations in Connection with the Calculation of Stop-Loss Premiums This paper presents a ... also includes a discussion of the paper. From Transactions of Society of Actuaries 1976, Vol. 28. Premiums;Stop-loss ...- 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 Direct Comprehensive Approach to the Calculation of Gross Non-Participating Premiums
A Direct Comprehensive Approach to the Calculation of Gross Non-Participating Premiums Gross premium ... commissions and other per cent of premium expenses in the denominator and b- Type 2 methods ...- Authors: Thomas P Bleakney, Frank P di Paolo, Cecil J Nesbitt, Mel Stein, James E Hoskins, Franklin B Dana, Harwood Rosser
- Date: Oct 1965
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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On Computing the Probability that Exactly k of n Independent Events will Occur
On Computing the Probability that Exactly k of n Independent Events will Occur This paper explains a ... method of computation for the probability of survival which may often be more expeditious than the methods ...- Authors: Thomas N E Greville, Robert P White
- Date: Jan 1959
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes This paper identifies ... underlying the use of the lognormal distribution for modeling the periodic change in the interest rate of a given ...- 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