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The Actuary Vol. 23, No. 10 Pricing On A GAAP Basis
The Actuary Vol. 23, No. 10 Pricing On A GAAP Basis Life insurance companies find themselves in ... the real possibility of deteriorating future mortality due to the spread of AIDS, and alternative and ...- Authors: Bradley M Smith
- Date: Nov 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Ruin related quantities in a risk model based on time series for count data
Ruin related quantities in a risk model based on time series for count data This abstract describes a paper ... each period. Morbidity rates=Morbidity tables;Mortality modeling; 14582 7/1/2010 12:00:00 AM ...- Authors: Etienne Marceau, HELENE COSSETTE, Florent Toureille, Veronique Maume-Deschamps
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Forecasting
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A multiple state model for the joint-life reverse mortgage termination speed
A multiple state model for the joint-life reverse mortgage termination speed This abstract ... prosposed model extends a semi-Markovian joint-life mortality model to incorporate three main termination modes ...- Authors: Min Ji
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics>Financial economics
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Fourier inversion formulas in option pricing and insurance
and calls, some using Parseval’s theorem. The expected value of max[S K,0] also arises in excess-of-loss ... them. The authors take the idea of using Parseval’s theorem further: 1. formulas requiring weaker assumptions ...- Authors: Daniel Dufresne, José Garrido, MANUEL MORALES
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes
more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted penalty function ... the same systematic way, such as the insurer's accumulative utility, expected total discounted claim ...- Authors: Runhuan Feng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Chronic Diseases and Longevity Risk: An Application to Type II Diabetes Insurance Products
Products January 2020 Aging and Retirement Mortality and Longevity 2 Copyright © 2020 Society ... patients do not know they have diabetes. (Source: U.S. National Diabetes Statistics 2017) The numbers ...- Authors: HSIN-CHUNG WANG, Ching-Syang Jack Yue
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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Pricing Insurance Contracts - An Economic Viewpoint
Pricing Insurance Contracts - An Economic Viewpoint This paper presents a new approach for pricing ... based on two factors determining the insurer's expected profit: the first one is the net revenue ...- Authors: Benny Levikson, Doron Kliger
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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Immunization Measures for Life Contingencies
contingent cash flow, such as life insurance and annuity products. Essentially, we define a kind of expected ... convexity for some common life insurance and annuity products by using actuarial symbols. After having ...- Authors: David X Li
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance
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Currency Risk Models in Insurance: A Mathematical Perspective
Currency Risk Models in Insurance: A Mathematical Perspective This is the abstract of a paper ... "Siegel paradox" which we describe be(:ause it h~s confused soInc readers of the 1970 era currency risk ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods