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On The Numerical Evaluation of Survival Probabilities
On The Numerical Evaluation of Survival Probabilities This paper introduces a new direction for evaluating numerically survival probabilities pointed out by H. Seal in his book ‘Survival ...- Authors: Marc Goovaerts
- Date: Jan 1980
- 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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Capital Allocation by Possibilistic Linear Programming Approach
Capital Allocation by Possibilistic Linear Programming Approach Traditional mean-variance method does not take skewness of the random rate of return into consideration. It only considers minimum ...- Authors: Lijia Guo, Zhen Huang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Defining The Yield Rate
Defining The Yield Rate The yield rate is that effective rate of interest at which the present value of his expenditures is equal to the present value of his returns. This paper encourages ...- Authors: Warren Luckner
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Finance & Investments>Investments
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Definitions for Compound and Simple Interest
Definitions for Compound and Simple Interest While we agree with the conclusions expressed by Silver and Hedges The Classical Definition of Compound Interest is Adequate by Murray Silver and Bob ...- Authors: James D Broffitt, Stuart Klugman
- Date: Jan 1982
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Finance & Investments>Investments
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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 surplus, collects premium, pays claims to policyholders and pays dividends to stockholders. What ...- 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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Exposed-to-Risk Considerations Based on the Balducci Assumption and Other Assumptions in the Analysis of Mortality
Exposed-to-Risk Considerations Based on the Balducci Assumption and Other Assumptions in the Analysis of Mortality This is a letter from Jan M. Hoem to Arnold F. Shapiro about Exposed-to-risk ...- Authors: Arnold Shapiro
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional associations; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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A Proposed Unified Valuation System
A Proposed Unified Valuation System This is the abstract of the article 'A Proposed Unified Valuation System'. This article will briefly describe some analytical examples of a ...- Authors: David Sandberg
- 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
Martingales and Ruin Probability In a series papers by Willmot and Lin, both exponential and non-exponential bounds for the tail probability of various compound distributions have been derived.- 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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Tight Approximation of Basic Characteristics of Classical and Non-Classical Surplus Processes
Tight Approximation of Basic Characteristics of Classical and Non-Classical Surplus Processes We propose asymptotically correct two-sided bounds for random sums where the number of summands has ...- Authors: Vladimir Kalashnikov
- 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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Surplus Dependent Risk Models
Surplus Dependent Risk Models The main objective of this study is to analyze and control a surplus dependent risk process, where larger surpluses allow for a wider underwriting policy. We focus ...- Authors: José Garrido, Wojciech Szatzschneider
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments