Description: This paper restates formulae from three textbooks for the Society of Actuaries Course 161 examination which do not use the same set of notation into a common notation. From the Actuarial Research Clearing House 1989, Vol. 2. From the Actuarial Research Clearing House ARCH 1989 Vol. 2.

Description: This presentation shows that, if the options or guarantees are exercisable only at the moment of death of the policyholder, the mathematics simplifies to an elementary calculus exercise.

Description: This research paper presents two series formulas for the probability of eventual ruin derived by the operational calculus method. From the Actuarial Research Clearing House ARCH 1989 Vol. 1.

Description: This abstract describes a presentation that shows that, if the options or guarantees are exercisable only at the moment of death of the policyholder, the mathematics simplifies to an elementary calculus exercise.

Description: In this paper, the coefficients of the minimum-Rz moving-weighted-average formulas are derived using matrix algebra and the method of Lagrange multipliers. Reviewer's note: This mathematics can be useful in the graduation process of mortality and morbidity table construction

Description: This paper is a proof of a conjecture that appeared in a letter to the Editor of The Actuary. From the Actuarial Research Clearing House 1991 Vol.

Description: This note is motivated by Section 7.4 of Actuarial Mathematics. Consider two different fully-discrete policies issued to x, each for a unit of life insurance during the first h years. Here, h is less than or equal to the shorter of the two premium-payment periods.

Description: Abstracts of various papers published in ARCH 1983 Vol. 1

Description: A study note for Exam MFE (Actuarial Models–Financial Economics Segment). This document describes the parameter d (delta) in the Black-Scholes formula.

Description: This paper uses the power series expansions in relation to the annuity coefficients presented in the 1987 Actuarial Mathematics textbook. From the Actuarial Research Clearing House ARCH 1987 Vol. 1.