Description: A simplified model adapts very easily to simulation by a computer, and this is what the author has done with several selected pairs of probability distributions in order to calculate the probability of a casualty company's being ruined shortly after its establishment. From Transactions of Society of Actuaries 1969, Vol. 21, Pt. 1, No. 61.

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: 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 explores the principles upon which experience-rated group insurance currently is based and discusses the question of whether or not these principles are sound. Followed by discussion papers submitted by several authors

Description: The basic principle introduced in this paper is that the expected value of receipts on any insurance policy is equal to the expected value of payouts. Using an expected value approach, rather than present values, offers an interesting conceptual framework which might provide a possible starting point in risk theory to consider statistical variation about these expected values.

Description: This paper derives formulas for obtaining the ruin function and the distribution of total claims of collective risk theory. From Transactions of Society of Actuaries 1968, Vol. 20, Pt. 1, No. 57.

Description: This paper identifies several implicit assumptions underlying the use of the lognormal distribution for modeling the periodic change in the interest rate of a given maturity, tests those assumptions against historical interest rates, and presents additional information from those tests. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43.

Description: In this paper, the authors created a mathematical model which reflects typical relativities by age, duration of disablement, and deferment period for disability risk. The paper is followed by discussions submitted by various reviewers.

Description: This paper explores available disability experience data in order to shed some light on the character and extent of the subjective influences which affect the frequency and duration of disability. A mathematical model for computing disability income premiums and reserves is also presented.

Description: In this paper a new method of adjusting probabilities of death for short age interval, based on the assumption of a modification in one of the forces of decrement, is developed.