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Stochastic Control Theory for Optimal Investment
Stochastic Control Theory for Optimal Investment This paper illustrates the application of stochastic control methods in managing the risk associated with an insurance business. We present the ...- Authors: MARITINA TOLEDO CASTILLO, Gilbert Parrocha
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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On The Numerical Evaluation of Survival Probabilities
On The Numerical Evaluation of Survival Probabilities This paper introduces a new direction for evaluating numerically survival probabilities pointed out by H. Seal in his book ‘Survival ...- Authors: Marc Goovaerts
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Demography for Actuarial Students
Demography for Actuarial Students Demography is a very exciting subject. With a simple mathematical model, students can project a country's population forward 25, 59, 75 even 100 years.- Authors: John A Beekman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Markov Chain
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Non-exponential Bounds on the Tails of Compound Distributions
Non-exponential Bounds on the Tails of Compound Distributions Random sum models with compound distributions are used extensively in modeling of insurance risks. Unfortunately, the compound ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Abstract from 2017 Living to 100 International Symposium
Abstract from 2017 Living to 100 International Symposium In this paper, we derive three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ...- Authors: Kenneth Zhou, Siu-Hang Li
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
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Transformation Of Grouped Data To Near Normality
Transformation Of Grouped Data To Near Normality The conventional way to analyze grouped observations on a single variable is to construct histograms or, sometimes, fit a normal distribution. We ...- Authors: Richard A Johnson, Victor M Guerrero
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Technology & Applications>Analytics and informatics
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The Financial Implications of Finite Ruin Theory
The Financial Implications of Finite Ruin Theory An insurance company starts with an initial surplus, collects premium, pays claims to policyholders and pays dividends to stockholders. What ...- Authors: Glenn Meyers
- Date: Jan 1986
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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The Investment Process and Present Value Calculations
The Investment Process and Present Value Calculations After reading the Panjer-Bellhouse paper in the Proceedings of the Ball State University Conference, I wondered whether their technique could ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities
Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities In this paper we compute the conditional ...- Authors: Moshe Arye Milevsky, Christopher Robinson
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks
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Projection and Statistical Modeling of Mortality at Late Age
Projection and Statistical Modeling of Mortality at Late Age Discussion of Living to 100 Session 6A: Projection and Statistical Modeling of Mortality at Late Age Mortality assumption;Mortality ...- Authors: W Ward Kingkade
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models