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AIDS: Survival Analysis of Persons Testing HIV+
death. 517 518 AIDS: SURVIVAL ANALYSIS Table 1A classifies the number of persons observed during ... time the subject was first observed in the study. Table 1B gives the corresponding number of persons whose ...- Authors: Beda Chan, Mark Evans, Harry H Panjer, Elias Shiu, J. C. Smith
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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Option Pricing Without Tears: Valuing Equity-Linked Death Benefits
Tears: Valuing Equity-Linked Death Benefits Elias S. W. Shiu Department of Statistics & Actuarial Science ... The University of Iowa U.S.A. Joint work with Hans U. Gerber & Hailiang Yang Let Tx denote the time-until-death ...- Authors: Elias Shiu, Hans U Gerber, Hailiang Yang
- Date: Feb 2014
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Life Insurance Transformations
Life Insurance Transformations This paper develops mathematical ... transformations of variable interest credit and mortality charge scales to simplify calculation of policyholder ...- Authors: Douglas A Eckley, Eric Seah, Elias Shiu
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance
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A Retrospective on 50 Years of Advances in Theory and Practice of Finance
A Retrospective on 50 Years of Advances in Theory and Practice of Finance This session ... Finance This session reviews the past half century's advances in finance such as immunization and hedging ...- Authors: James C Hickman, Elias Shiu
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial economics
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Pricing Perpetual Fund Protection With Withdrawal Option
Perpetual Fund Protection with Withdrawal Option Hans U. Gerber Ecole des hautes études commerciales Université ... provides the amount F(t) = S2(t) max{1, max 0≤ ≤τ t S S 1 2 ( ) ( ) τ τ }, if it is exercised at time ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Integer Functions and Life Contingencies
Integer Functions and Life Contingencies In this paper, the author studies the ‘applications ... deaths assumptions.’ Includes discussion and author’s review of discussion. From Transactions of Society ...- Authors: Cecil J Nesbitt, Elias Shiu, A D Wilkie
- Date: Oct 1982
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development
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Select and Ultimate Models in Multiple Decrement History
AND ULTIMATE MODELS IN MULTIPLE DECREMENT THEORY S. DAVID PROMISLOW ABSTRACT Usual treatments of ... of select models. A nonselect model for a mortality table is often a reasonable approxi- mation. After ...- Authors: S. Promislow, Elias Shiu
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies
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The Time Value of Ruin in a Sparre Andersen Model: Ruin Theory by Divided Differences
The Time Value of Ruin in a Sparre Andersen Model: Ruin Theory by Divided Differences This paper ... presents multiple equations, including Lundberg's fundamental equation. Risk theory; 14365 1/1/2005 ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Annuities with Negative Payment Frequency
Annuities with Negative Payment Frequency This paper is a proof of a conjecture that appeared in a letter ... the Actuarial Research Clearing House 1991 Vol. Annuity valuation; 405 1/1/1991 12:00:00 AM ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Technology & Applications>Analytics and informatics
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Some Remarks on Demography
Some Remarks on Demography This paper restates formulae from three textbooks for the Society of Actuaries ... Clearing House ARCH 1989 Vol. 2. Mortality modeling;Population mortality; 340 1/1/1989 12:00:00 AM ...- Authors: John A Beekman, Elias Shiu
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography