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Dividend Formulas in Group Insurance
FORMULAS IN GROUP INSURANCE D()NALD A. JONES AND HANS U. GERBER* ABSTRACT The paper discusses the optimal ... common dividend formula is of the form D -- (kP - S)+, guaranteeing dividends equal to the excess * ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, John A Mereu
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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A Linear Programming Approach to Graduation
graduation [9]. In that method, graduated values u,, a" = 1, 2, . . . , n, are sought corresponding ... values u'-' and nonnegative weightsw, that minimize the quantity F -]- OS, where F = Y~"x.1 w,(u," -- ...- Authors: James C Hickman, Stuart Klugman, Robert B Miller, Donald R Schuette, Harwood Rosser, Thomas N E Greville
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Required Surplus for the Insurance Risk for Certain Lines of Group Insurance
is to find the smallest value for initial surplus, U(e), so that the probability that the enterprise ever ... previous section had surplus U. A classic resuli of ruin theory 2 shows that (U), the probability that the ...- Authors: John K Ahrens, Allan Brender, James Ramenda
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Weighted Exposure Formulas
Volume 7, Number 17. The author notes that in mortality studies the ‘natural’ unit for exposures and deaths ... vary during the observation period.’ Mortality rates=Mortality tables=Death rates ; 1248 3/1/1955 12:00:00 ...- Authors: Alan A. Groth
- Date: Mar 1955
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Practical Applications of the Ruin Function
function technique in the determination of the C-2 mortality risk reserve needed for individual life insurance ... capital=RBC;Statistical methods;Stop-loss insurance;Mortality risk;Risk theory; 2540 10/1/1984 12:00:00 AM ...- Authors: John A Beekman, George E Reckin, Elias Shiu, John Snyder, Daniel J Schwark
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: 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 ... theorems of mathematical statistics. Mortality rates=Mortality tables=Death rates ; 1079 1/1/1950 12:00:00 ...- 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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Toward Computerized Underwriting - A Biological Age Model
Toward Computerized Underwriting - A Biological Age Model The authors present a ‘theoretical ... computerized methodology. Includes discussion and author’s review of discussion. From Transactions of Society ...- Authors: Robert Brown, Steven Haberman, John West Hadley, Karen Stevenson Brown
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Underwriting - Life Insurance; Modeling & Statistical Methods
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Operations Research in Insurance: A Review
Director of the Center for Cybernetic Studies and Gus S. Wortham Chair in Risk Management and Insurance in ... (Schleef formulation, lfxE[l,u], then first, let x'=x-l, so that x'E[0, u-l]. The second step is to introduce ...- Authors: Patrick L Brockett, Xiaohua Xia
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Technology & Applications
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The Mathematical Forces Operating on Reserves
The Mathematical Forces Operating on Reserves The insurance reserve for an individual contract ... moment in response to the forces of interest and mortality. A different mathematical model arises for each ...- Authors: Mohamed F Amer, John A Mereu, Cecil J Nesbitt, Courtland C Smith, Robert E Beard
- Date: Oct 1963
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods
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Some Moment Inequalities and Their Applications
MOMENT INEQUALIT IES AND THEIR APPLICATIONS HANS U. GERBER ABSTRACT This paper shows how some moment ... proof. Let 0 < s < t. Then by Jensen's inequality E(X s) = EI(X,) s/,] < [E(X')] s/', which shows ...- Authors: Hans U Gerber
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods