Description: This paper presents a model of the progression of the Acquired Immunodeficiency Syndrome [AIDS] epidemic in the United States. From Transactions of Society of Actuaries 1989, Vol. 41.

Description: This article discusses the relative possibilities for success in the NBA draft.

Description: 1993 SOA Annual Meeting, New York. This session was about what constitutes a good predictor for modeling. Topics included: 1. Size of model. 2. Lines of business. 3. Purpose. 4. Kinds of models. 5. Accuracy of model versus assumptions. 6. Presentation of results. 7. How to get credibility.

Description: Several authors have used Fourier inversion to compute prices of puts and calls, some using Parseval’s theorem. The expected value of max[S K,0] also arises in excess-of-loss of stop-loss insurance. This is the abstract of a paper that shows that Fourier methods may be used to compute them. The authors take the idea of using Parseval’s theorem further: 1. formulas requiring weaker assumptions, 2. relationship with classical inversion theorems for probability distributions, 3. formulas for pay-offs which occur in insurance. Numerical examples are provided.

Description: This paper provides a method for estimating long-tailed unpaid losses from paid loss development using trended generalized bondy development. From Actuarial Research Clearing House 1993, VOL. 3.

Description: The method described in this paper is to allocate surplus to each category of business and reserves in proportion to its estimated effect on an insurer's surplus variation. Risk load for each category of business is then selected so that the return on allocated surplus for each category is equal to the overall return on surplus. From Actuarial Research Clearing House 1993, VOL. 3.

Description: This paper uses operations research to develop the answer to a question concerning the optimal size of a debit, which is a defined geographical area for an agent to sell and service business as part of a 'combination company' operation. From Transactions of Society of Actuaries 1968, Vol. 20, Pt. 1, No. 57.

Description: This is a discussion of the paper, New Possibilities in Graduation by Kingsland Camp. From Transactions of Society of Actuaries 1955, Vol. 7, No. 19.

Description: In Gary Venter's paper on Credibility in Foundations Of Casualty Actuarial Science, he suggeted that estimating the variance of the estimated least squares credibility Z would help provide an understanding of the accuracy of the calculation. This paper examines this suggestion. From Actuarial Research Clearing House 1994, VOL. 1.

Description: In the paper, the authors implement the empirical version of a robust Kalman filter credibility estimator with a data set, and compare its sensitivity to large claims with that of other credibility estimators in the literature.