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Actuarial Functions as Random Variables
consider the case of a whole life policy and life annuity with annual payments. In Section 4, we consider ... the Endowment Insurance Policy and the term annuity with continuous payments. - 2 - 2. The Number ...- Authors: Aaron Tenenbein
- Date: Sep 1978
- 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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Better Late Than Never. The Case of the Rollover Option
is derived in a risk- neutral environment. Mortality is also taken into account when cal- culating ... the insurance industry is to incorporate the mortality risk into it. It is typical that the guarantee ...- Authors: Claire Bilodeau
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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The Financial Implications of Finite Ruin Theory
The Financial Implications of Finite Ruin Theory An insurance company starts with an initial ... stockholders. What remains is the following year’s surplus. The process continues. This paper describes ...- Authors: Glenn Meyers
- Date: Jan 1986
- 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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Risk Premiums and Their Applications
Risk Premiums and Their Applications Je®rey S. Pai I. H. ASPER SCHOOL OF BUSINESS University of Manitoba ... ¦(n)(u) = E[f(X ¡ u)+gn]; u ¸ 0; n = 1; 2; ¢ ¢ ¢ ; (1) where (x¡ u)+ = 8><>: 0; for x · u;x¡ u; for ...- Authors: Jeffrey S Pai
- Date: Jan 2001
- 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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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 ... the actuarial literature. Risk theory; 800 1/1/2000 12:00:00 AM ...- 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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Martingales and Ruin Probability
and then use it to give a short proof of Lundb(ng s inequality. Theorem 1.1. Let X = (X,,)n~r be a sub-martingale ... E(X~ +) < E(iXN]). (1) A.P( ,nax X,, > A) < E(XN : u<,<N o _ < , , < N - - - - _ _ - - - - - - ...- Authors: Gordon E Willmot, Hailiang Yang
- 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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Pricing of Credit Derivatives
Pricing of Credit Derivatives This is the abstract of the paper 'Pricing of Credit Derivatives'. This talk will give ... ;Yield curve=Term structure;Credit risk; 803 1/1/2000 12:00:00 AM ...- Authors: David X Li
- 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>Risk measurement - Finance & Investments
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A Risk Premium Calculation Principle Based On The Aggregate Deviations Of The Risk Reserve Process
A Risk Premium Calculation Principle Based On The Aggregate Deviations Of The Risk Reserve Process ... insured over a finite time interval. Mortality rates=Mortality tables=Death rates ;Premiums;Risk theory; ...- Authors: Colin M Ramsay
- Date: Jan 1984
- 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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Interval Estimates for Risk Loads for Insurers
Feldblum. Confidence intervals for the betas in TABLE 4 [Profit Margins and Their Standard Deviations ... generate interval estimates for Betas shown in the TABLE 5. N/A; 608 1/1/1995 12:00:00 AM ...- 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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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
books assume that the indivi<tual lifi'tiine variabh~s of ,]oint-life status such as a married couple or ... evidence for the del~end(mc('s in the liti,t.itne of married couph,s (see [7] ). In the (:as(, of ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- 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