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Select and Ultimate Models in Multiple Decrement History
Usual treatments of multiple-decrement theory are on a nonselect basis, with all rates of decrement depending ... paper develops the theory on a select basis, carried out fully in the stochastic framework. The relationship ...- 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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Multivariate Duration Analysis
mathematical formulation of the way in which a yield curve moves. A discussion of the paper follows. From ... From Transactions of Society of Actuaries 1991, Vol. 43. Analytics and informatics;Asset valuation;Discount ...- Authors: Robert Reitano, Elias Shiu, Anthony J Zeppetella
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Stochastic Life Contingencies with Solvency Considerations
Considerations This paper addresses the extension of the theory of life contingencies to a stochastic ... surplus. A discussion of the paper follows. From Transactions of Society of Actuaries 1990, Vol. 42 ...- Authors: Daniel Dufresne, Edward Frees, Elias Shiu
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies; Financial Reporting & Accounting
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AIDS: Survival Analysis of Persons Testing HIV+
Analysis of Persons Testing HIV+ The purpose of this paper is to provide a survival analysis of persons ... persons in the various stages of HIV infection typically leading to AIDS and ultimately death. From Transactions ...- 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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Cash Flow Analysis by the Prudent Banker's Method, or Discounting Turned on its Head
Cash Flow Analysis by the Prudent Banker's Method, or Discounting Turned on its Head Traditional ... insurance managers adopt the methods of prudent bankers. From Transactions of Society of Actuaries 1987, Vol ...- Authors: Application Administrator, Mark Evans, Roger E Johnson, Thomas Marra, Claude Y Paquin, S. Promislow, William L Roach, Eric Seah, Elias Shiu, Courtland C Smith, Donald R Sondergeld
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance
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Life Insurance Transformations
transformations of variable interest credit and mortality charge scales to simplify calculation of policyholder ... accumulation and related amounts. These transformations are of theoretical as well as practical interest. Additionally ...- 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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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
to Actuarial Science: A Unification and Extension of Relevant Theory and Applications This paper presents ... into the determination of probability distributions and other finite measures and develops the statistical ...- Authors: Bradley P Carlin, Beda Chan, Thomas Herzog, William L Roach, Elias Shiu, Patrick L Brockett, Josh Babier, Wojciech Szatzschneider, E S Rosenbloom
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Modeling & Statistical Methods
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Integer Functions, UDDYA, and Annuity Coefficients
study note that supplements material contained in the book, 'Actuarial Mathematics,' 2nd edition ... and C.J. Nesbitt. The topics covered include integer functions, uniform distribution of deaths throughout ...- Authors: Elias Shiu, Serena Ee Ik Tiong
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Equivalence of Reserve Methodologies
Equivalence of Reserve Methodologies This paper considers policies with annual premiums and discusses ... discusses four types of life insurance reserves calculations: curtate, fully continuous, discounted continuous ...- Authors: Keith Sharp, Elias Shiu, Serena Ee Ik Tiong
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Reserves - Life Insurance
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Option Pricing by Esscher Transforms
that the Esscher transform is also an efficient technique for valuing derivative securities if the logarithms ... logarithms of the prices of the primitive securities are governed by certain stochastic processes with stationary ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods