Description: Two renewal processes, known in reliability maintenance as minimal repair and replacement policy, are introduced in this paper. Their properties are studied in the case where the generating random sequence has a distribution with periodic failure rate. Applications in risk theory are shown. From Actuarial Research Clearing House 1993, VOL. 1.

Description: Research paper in response to Jim Conner's paper A Multiple Decrement Theorem to demonstrate the converse is not true and further developing a partial converse by adding an additional limitation.

Description: We give some recursive formulas involving life annuities.

Description: These slides go with a presentation given by Stuart Klugman at the Actuarial Research Conference, August 5, 2004, about the Education Redesign.

Description: The Cauchy integral formula is applied to derive various results on divided differences.

Description: This paper addresses pricing stop loss insurance by employee for two benefits combined when the available information included a claims probability distribution for each benefit and the correlation coefficient between the benefits. From Actuarial Research Clearing House 1991, VOL. 1

Description: Deferred term, pure endowment and endowment life contingency functions and their derivatives are discussed in general and some familiar formulas are derived in particular.

Description: This paper considers several features in a model that experiences gradual drifts and jumps for prevalence and survivorship as is the case for AIDS. It is an actuarial model for AIDS when transition intensities follow jump-diffusion processes.

Description: This paper shows that credibilty theory and Parametric Empirical Bayes [PEB] theory are closely related and applies PEB theory to credibility applications for normal and other familiar probability distributions.

Description: This short article provides some useful theorems for use in actuarial mathematics. Actuarial Research Clearing House 1993, VOL. 2.