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Models for the Distribution of Aggregate Claims in Risk Theory
Models for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate claims of an insurer. The general form of the distribution is considered ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Minimum-Rz Moving-Weighted-Average Formulas
Minimum-Rz Moving-Weighted-Average Formulas In this paper, the coefficients of the minimum-Rz moving-weighted-average formulas are derived using matrix algebra and the method of Lagrange ...- Authors: Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Optimal Ruin Calculations Using Partial Stochastic Information
Optimal Ruin Calculations Using Partial Stochastic Information Discussion of how to obtain tight upper and lower bounds on E[hX] for a given function h, and a random variable X with three known ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Characteristics and Operation of Projection Valuation Methods for Pension Plan Funding
Characteristics and Operation of Projection Valuation Methods for Pension Plan Funding A new approach to computing annual pension costs, based on an open-group projection of the participant ...- Authors: Robert J Schnitzer
- Date: Oct 1977
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Assumptions and methods
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Credibility Formulas of the Updating Type
Credibility Formulas of the Updating Type A presentation of a mathematics/statistics based approach for determining credibility factors for possible use in group health insurance premium rate ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, PAUL ROBERT MILLER, Myron Henry Margolin
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Bayesian methods
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GAAP in Practice
GAAP in Practice This paper was prepared in order to set down some of the approaches which might be followed in carrying out the mandate to apply GAAP to stock life insurance companies.- Authors: Clayton A Cardinal, Melvin L Gold, Frederick S Townsend, Paul L Weichert
- Date: Oct 1973
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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The Natural Reserve Concept and Life Insurance Earnings
The Natural Reserve Concept and Life Insurance Earnings This paper demonstrates some of the basic principles and concepts inherent in the use of natural reserves to adjust earnings and to ...- Authors: Joe B Pharr
- Date: May 1971
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Life Insurance>Reserves - Life Insurance
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Long Term Accumulation of Wealth - The Case of a Small Health Insurance Company
Long Term Accumulation of Wealth - The Case of a Small Health Insurance Company Discusses how a small health insurance company may be able to create and successfully maintain its wealth through ...- Authors: Natalia Humphreys
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Capital management - ERM; Health & Disability>Health insurance
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Computer Models and Simulation
Computer Models and Simulation This is a discussion about computer models and simulation tools for life insurance companies. From Transactions of Society of Actuaries 1969, Vol. 21, No. 59AB ...- Authors: Michael C Altschuler, Thomas P Bowles, Russell M Collins, John H Cook, Abraham Hazelcorn, Anthony J Houghton, Burton Jay, James Lee Lewis, Joseph P McAllister, Cecil J Nesbitt, William F Sutton, Robin B Welch, Eli A Zubay, Owen A. Reed, Harry D. Garber, Charles L. Trowbridge, David G Halmstad, John W Lincoln
- Date: Apr 1969
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Technology & Applications
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General
General Discusses methods developed facilitating the calculation of deficiency reserves arising because of graded premiums or policy fees, The extent dividends and premium rates are determined by ...- Authors: Ralph E Edwards, Melvin L Gold, J Stanley Hill, George E Immerwahr, John Miller, Louis Weinstein
- Date: Jan 1961
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance