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A Note On Force Of Mortality
A Note On Force Of Mortality This paper suggests a new model for the distribution of deaths between ... between two adjacent integral ages which takes care of the existing discontinuities. A necessary and ...- Authors: Syed Afzal Hossain
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Understanding Relationships Using Copulas
identify one dimension of the outcome as the primary measure of interest (the dependent variable) and ... examines problems where this relationship is not of primary interest; hence, we focus on the more basic problem ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Axiomatic Characterization of Insurance Prices
Axiomatic Characterization of Insurance Prices In this paper, the authors take an axiomatic approach ... H[X] <_ HW]. Proof ; The "only if" part is a direct application of Theorem 2. For a proof of the "if" ...- Authors: Harry H Panjer, Virginia Ruth Young, Shaun Wang
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Modeling & Statistical Methods
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An Unfinished Thesis from the 1950's
An Unfinished Thesis from the 1950's This dissertation is about methods for assessing ... operation of an insurance fund as a whole without direct reference to the individual transactions and persons ...- Authors: Marjorie V Butcher, Cecil J Nesbitt, Robert W Butcher
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Evaluation of the Ruin Probability in Ordered Risk Models
Evaluation of the Ruin Probability in Ordered Risk Models 3/13/2019 12:00:00 AM ... thus ensuring no ruin has occurred. This is a direct application of proposition 4.1 of [GL17]. Page ...- Authors: Michael Brown
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Optimization of the Ultimate Ruin Probability in Risk Theory
Optimization of the Ultimate Ruin Probability in Risk Theory The objective of this paper is to present ... Bulletion 26, p.93-105. Panjer, H.H. (1986). Direct calculaton of ruin probabilities, Tim Journal of ...- Authors: Etienne Marceau
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Stepwise Recursions for a Class of Compound Lagrangian Distributions
Stepwise Recursions for a Class of Compound Lagrangian Distributions In this paper, Lagrangian distributions ... grange (a;b) family. Tile ill'st method is the direct cMculation by using the Lagrange expansion as ...- Authors: Abdul Sharif, Harry H Panjer
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA
A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA This article provides an an alternate, ... mortality, the extension to general decrements being direct. DISTRIBUTION THEORY It will be assumed that ...- Authors: Harry H Panjer
- Date: Jan 1979
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Bivariate Schuette Graduation
Bivariate Schuette Graduation Two-dimensional data can be smoothed by minimizing a combination ... this part of the solution. Clearly, considerable care will be needed to prevent missingthe completion ...- Authors: Esther Portnoy
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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On the Time Value of Ruin
clarified the situation with what he called the direct Riemann integrability condition. The condition ... Ig)*g](u) + [t - q/(0)] eP u I(x > u) (9.47) holds. A direct verification of (9.47) seems difficult. However ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods