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Ultimate Ruin Probability with Correlation
Ultimate Ruin Probability with Correlation This paper derives exact expressions for the ultimate ... Hans U. Gerber, and Hailiang Yang. (2010). A direct approach to the discounted penalty function. North ...Description: This paper derives exact expressions for the ultimate ruin probability and establishes the effect of correlation on ruin probability using the Wiener-Hopf factorization.
Hide- Authors: Rohana Ambagaspitiya
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability>Accident insurance; Health & Disability>Disability insurance; Health & Disability>Health insurance; Life Insurance
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The Benefit Ratio Reserve Method
The Benefit Ratio Reserve Method This paper discusses the purpose and nature of the benefit ... will develop assumptions and projections with some care. In most cases, prospective anticipated loss ratios ...Description: This paper discusses the purpose and nature of the benefit ratio [otherwise known as active life] reserve in relation to the class of health insurance contracts to which it is intended to apply. From Transactions of Society of Actuaries 1988, Vol. 40, Pt. 1.
Hide- Authors: E Paul Barnhart, Donald D Cody, Thomas J Stoiber
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability insurance; Health & Disability>Health insurance