Description: This paper presents best upper and lower bounds on the expected value of an insurance payment under the terms of a contract written on a random loss with known moments. From Transactions of Society of Actuaries 1991, Vol. 43.

Description: The dependent relationship between two lives is readily analyzed within the context of probability theory. This paper presents useful relationships between certain actuarial and probability functions and then explores measures of dependence. From Transactions of Society of Actuaries 1986, Vol. 38.

Description: This paper shows how some moment inequalities of probability theory can be applied in three different areas of actuarial science - compound interest, life contingencies and risk theory. From Transactions of Society of Actuaries 1986, Vol. 38.

Description: This paper investigates how the concepts of asset-liability matching can be used to shape investment strategy. From Transactions of Society of Actuaries 1980, Vol. 32.

Description: The purpose of this paper is to describe the application of the Monte Carlo technique to a practical situation in a company, group term rate making. It included a discussion of some of the problems encountered and the solution to these problems. Followed by several discussion papers submitted

Description: This paper presents formulas for the L-Function and shows this function has applications in computing survival rates free from the influence of a given cause of death.

Description: This paper explores the flexibility of kernel estimation as a means of nonparametric graduation and relates it to moving-weighted-average graduation. From Transactions of Society of Actuaries 1995, Vol. 47.

Description: This paper addresses the need for obtaining further information about the differences in life insurance persistency or lapsation among companies during the first fifteen years from issue. It also introduces the statistical technique of cluster analysis From Transactions of Society of Actuaries 1981, Vol. 33.

Description: 1973 SOA Regional Meetings, Saint Paul and San Francisco. This paper provided a summary of several concurrent sessions from the referenced meetings including: 1. PRICE DISCLOSURE AND COST COMPARISON. 2. INDIVIDUAL LIFE AND HEALTH UNDERWRITING. 3. TIME SERIES ANALYSIS AND FORECASTING. 4. INDIVIDUAL HEALTH INSURANCE - PROBLEMS AND PRODUCT TRENDS. 3. VARIABLE LIFE INSURANCE. 6. POLLUTION, POPULATION, AND THE QUALITY OF LIFE. 7. HEALTH MAINTENANCE ORGANIZATIONS.

Description: This paper from the Transactions of Society of Actuaries 1964, Vol. 16, Pt. 1, No. 44 AB, reproduces some of Bicknell and Nesbitt's key multiple-decrement theory results by building on a statistical foundation.