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Computing the Probability of Eventual Ruin
" TSA 32 (1980): 523--45. 41. PANJER, H.H. "'Direct Calculation of Ruin Probabilities," The Journal ... and Economics 7 (1988): 15-23. 4. P~JER, H.H. "Direct Calculation of Ruin Probabilities," The Journal ...- Authors: Eric Seah
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Weighted Exposure Formulas
Weighted Exposure Formulas This paper is from Transactions of Society of Actuaries 1955 ... which in the judgment of the actuary will have a direct bearing on the costs. These and other similar factors ...- Authors: Alan A. Groth
- Date: Mar 1955
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data
have been available had the actuary done the primary research. 94 TRANSACTIONS, VOLUME XLVII data ... and Cox [6], and Brockett [3]. Why might the primary data be unavailable to the actuary? The original ...- Authors: Samuel Cox, Patrick L Brockett, Yun Song, Boaz Golany, Fred Y Phillips
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Recursive Definitions of Actuarial Functions
the largest) zero and may need to exercise some care that the one desired is the one obtained. My ... approach called "regnla falsi" improves the speed, but care must be taken in using this approach. I have used ...- Authors: Stephen G Kellison, Quintin J Maltby, Lester R McCracken, Thomas P Tierney, Application Administrator, Edward J Seligman, Thomas N E Greville
- Date: Jan 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Frequency Distribution of Mortality Costs
Frequency Distribution of Mortality Costs This paper is from the Transactions of Society of ... first of the desired series of random numbers for direct comparison with 10 ~ qz. 4. Examine the magnitude ...- Authors: John M Boermeester
- Date: Apr 1956
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Geometric Solutions to Stationary Population Problems
of these integration formulas can be replaced by direct visual- ization on properly prepared figures. ... the substitutions in Table 1 by considering the direct relationship between the Chan, Veit, and Grace ...- Authors: Beda Chan
- Date: Jan 1981
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Some Moment Inequalities and Their Applications
unnecessarily complicated; now we see that this is a direct consequence of (7). Furthermore, we gather from ... for an unusual though constant interest rate are direct and simple to calculate. However, when the inequalities ...- Authors: Hans U Gerber
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities
The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities The dependent ... therefore p, = 12 E(F(X)G(Y)) - 3; b) and c) are direct results of Theorem 1. THEOREM 3. Let X and Y ...- Authors: Jacques F Carriere, Lai K Chan
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities; Modeling & Statistical Methods
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Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
brute force method of random variate generation, direct inversion either of the cumulative distribution ... below. Examining these numbers, it is evident that direct inversion of the cdf using Newton- Raphson's method ...- Authors: Jacques F Carriere, John A Mereu, Gordon E Klein, David Scollnik, Jeffrey S Pai
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior
companies, health care providers, and any others who want to project mortality or health care demand or costs ... companies, health care providers, and any others who want to project mortality or health care demand or costs ...- Authors: Beda Chan, Michael Cowell, Charles S Fuhrer, Ronald Gebhardtsbauer, Peter W Plumley, Colin M Ramsay
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods