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A Stochastic Investment Model
A Stochastic Investment Model The purpose of this paper is to provide a method for calculating special contingency reserves for investment losses. The method is derived by first building a ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Some Instances of the Superiority of Geometric Methods over Arithmetic Methods of Interpolation and Extrapolation
Some Instances of the Superiority of Geometric Methods over Arithmetic Methods of Interpolation and Extrapolation This paper presents a few formulaic examples displaying the advantages of ...- Authors: Charles B Baughman
- Date: May 1965
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods
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Optimizing Debit Size: An Operations Research Study
Optimizing Debit Size: An Operations Research Study This paper uses operations research to develop the answer to a question concerning the optimal size of a debit, which is a defined geographical ...- Authors: Dwight K Bartlett
- Date: May 1968
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Marketing and distribution - Life Insurance; Modeling & Statistical Methods
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New Possibilities in Graduation
New Possibilities in Graduation This is a discussion of the paper, New Possibilities in Graduation by Kingsland Camp. From Transactions of Society of Actuaries 1955, Vol. 7, No. 19. Computer ...- Authors: Arthur C Cragoe, Kingsland Camp
- Date: Oct 1955
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Technology & Applications
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A Ballistic Approach to Actuarial Problems
A Ballistic Approach to Actuarial Problems This paper shows how actuarial pricing based on the mathematical concept of present value can be formulated and solved using Markov chains and an ...- Authors: J. C. Smith, Michael Stramaglia
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Markov Chain
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Models for the Distribution of Aggregate Claims in Risk Theory
Models for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate claims of an insurer. The general form of the distribution is considered ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Minimum-Rz Moving-Weighted-Average Formulas
Minimum-Rz Moving-Weighted-Average Formulas In this paper, the coefficients of the minimum-Rz moving-weighted-average formulas are derived using matrix algebra and the method of Lagrange ...- Authors: Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Optimal Ruin Calculations Using Partial Stochastic Information
Optimal Ruin Calculations Using Partial Stochastic Information Discussion of how to obtain tight upper and lower bounds on E[hX] for a given function h, and a random variable X with three known ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Increasing and Increasing Convex Bayesian Graduation
Increasing and Increasing Convex Bayesian Graduation It is well accepted that, for ages 30 and above, human mortality rates increase with age, yet no established graduation method makes direct ...- Authors: James D Broffitt
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods
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New Mathematical Laws of Select and Ultimate Mortality
New Mathematical Laws of Select and Ultimate Mortality The objectives of this paper are: 1. To show why scientific laws of mortality are preferable to the continued use of graduation ...- Authors: Aaron Tenenbein, Irwin T Vanderhoof
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods