Description: 1990 Valuation Actuary Symposium Proceedings that discusses additional or contract reserves on Exhibit 9.

Description: This session of the 1990 Valuation Actuary Symposium discusses health liabilities and reserves.

Description: This paper presents a model is which can be used for certain annuities when interest rates and future lifetimes are random. These can be used in determining contingency reserves for possible adverse interest and mortality experience for collections of life annuity contracts. Certain boundary crossing probabilities for the stochastic process component of the model are obtained. From Actuarial Research Clearing House 1991, VOL. 1.

Description: The minimum distance estimator proposed allows for the selection of the best fitting family member without prior distributional assumptions. It is shown that this estimator is consistent and can be made either robust or asymptotically efficient. Its asymptotic distribution is derived and and illustrated with automobile insurance data. From the Actuarial Research Clearing House 1990 Vol. 1

Description: This paper addresses controversies related to Zillmer Reserves first proposed in the 1860's and discusses how actuaries can learn form these dilemmas and find a review of the controversy useful in more current practice. The paper was presented at the 25th Actuarial Research Conference held at the University of Western Ontario in 1990. From Actuarial Research Clearing House 1991, VOL. 1.

Description: The authors offer a method for estimating parameters for well-known three-parameter models of force of mortality. The method involves fitting a series of linear regressions, and finding the least-squares estimates of all the parameters by using the Golden Section Search method. From Actuarial Research Clearing House 1993, VOL. 1.

Description: This paper provides a description of a method that one can use to develop an estimate of accident year incurred losses if the only available data is aggregate paid losses by calendar year for a number of calendar years. An exhibit demonstrating the use of this method follows this description. From Actuarial Research Clearing House 1993, VOL. 3.

Description: This is a class listing for the 27th Actuarial Research Conference. ARCH 1993 Vol 1

Description: This paper discusses the numerical stability of Panjer's recursion in computing aggregate claims distributions. From Actuarial Research Clearing House 1993, VOL. 1.

Description: This article describes the primary goal of the Actuarial Research Clearing House [ARCH], its editorial policy and the procedure for submitting manuscripts. From Actuarial Research Clearing House 1991, Vol. 3.