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Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law
Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law This is a simplified ... simplified approach to calculating the variance of the whole life random variable in certain, very common ...- Authors: John A Mereu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Whole life
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Annuities And Life Insurance Under Random Interest Rates
Insurance Under Random Interest Rates A study of the effect of random interest rates on life insurance programs ... done under several assumptions on the stochastic structure of the interest rates. Annuities;Discount ...- Authors: Benny Levikson, Rami Yosef
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
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An Algebraic Reserving Method for Paid Loss Data
casualty actuary is confronted by the question, Given a history of paid loss amounts by calendar year ... analyze additional data within the time constraints for the reserving decision. The algebraic reserving method ...- Authors: Alfred Weller
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Actuarial Functions as Random Variables
Actuarial Functions as Random Variables The classical approach to life contingencies has treated actuarial ... quantities. In point of fact, these functions really represent the mean or expected values of random variables ...- Authors: Aaron Tenenbein
- Date: Sep 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Some Remarks in Statistical Independence and Fractional Age Assumptions
respect to the statistical independence of the curtate future lifetime and the fractional part of the future ... future lifetime, both of a general status. In particular, the conditions for independence need to be stated ...- Authors: Gordon E Willmot
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Longevity; Finance & Investments>Risk measurement - Finance & Investments
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Credibility Using A Loss Function from Spline Theory
combination of a squared-error term and a second-derivative term. The squared-error term measures the accuracy ... accuracy of the estimator, while the second-derivative term constrains the estimator to be close to linear ...- Authors: Virginia Ruth Young
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
and then uses the interval censoring technique to estimate the probability of failure of a Joint-life ... that the life annuities of joint-life status calculated assuming independence overestimates the ones ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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An Investment Actuary's Approach to ALM
that paper the concept of benchmark weights for measuring the sensitivity of the present value of a set of ... of cash flows to changes in interest rates. However, a completely different approach to calculating benchmark ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Surplus Dependent Risk Models
Surplus Dependent Risk Models The main objective of this study is to analyze and control a surplus dependent ... We focus here mostly on the diffusion approximation of the risk process. The results are derived in two ...- Authors: José Garrido, Wojciech Szatzschneider
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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An Algebraic Reserving Method for Paid Loss Data
casualty actuary is confronted by the question, Given a history of paid loss amounts by calendar year ... analyze additional data within the time constraints for the reserving decision. The algebraic reserving method ...- Authors: Alfred Weller
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods