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The Taxation of Real Returns from Short Term Deposits
The Taxation of Real Returns from Short Term Deposits This papers considers the effects of taxing nominal ... developed. The possible results from a change in the method of taxation, to the one proposed in the paper ...- Authors: Philip Booth
- Date: Jan 1991
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Public Policy
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An Explicit Formula for the Probability of Ruin
An Explicit Formula for the Probability of Ruin A six-page article on an explicit formula ... Formula for the Probability of Ruin A six-page article on an explicit formula for the probability of ruin.- Authors: Hung-Ping Tsao
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Optimization of the Ultimate Ruin Probability in Risk Theory
Optimization of the Ultimate Ruin Probability in Risk Theory The objective of this paper is to present ... present and to apply a numerical method in the calculation of the minimal and maximal ultimate ruin probabilities ...- Authors: Etienne Marceau
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Probability of Ruin in an Autoregressive Model
The Probability of Ruin in an Autoregressive Model This paper addresses the autoregressive model and ... shows that the boundedness restriction can be removed from the basic result on the probability of ruin.- Authors: S. Promislow
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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On the Confidence Interval of Black-Scholes Model
On the Confidence Interval of Black-Scholes Model This is the abstract of a paper that derives expressions ... expressions for the moments of the distribution of the option payoff in a Black Scholes economy. These results ...- Authors: Phelim Boyle, Hailiang Yang
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Contributions to the Theory of Life Insurance Premium Reserves
Contributions to the Theory of Life Insurance Premium Reserves An updated and expanded translation of the 1863 Theory ... Theory of Life Insurance Premium Reserves by Dr. August Zillmer, Stettin, Prussia. This is a seminal ...- Authors: Thomas G Kabele, William L Roach, Gunnar Alksnis
- Date: Feb 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance
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Balducci and the Uniform Distribution of Deaths Hypothesis
Balducci and the Uniform Distribution of Deaths Hypothesis This paper shows that Balucci hypothesis ... dual to the uniform distribution of deaths hypothesis imposed on the survivorship function over the same ...- Authors: Hung-Ping Tsao
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods
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The Minnesota Antiselection Model
The Minnesota Antiselection Model This model arose from a project to evaluate the cost of a health care ... comprehensive medical care to uninsureds in Minnesota, for the Minnesota Health Care Access Commission. The project ...- Authors: Application Administrator
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health care; Modeling & Statistical Methods; Public Policy
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An Econometric Forecasting for the Social Security Trust Funds
An Econometric Forecasting for the Social Security Trust Funds The financing for Social Security is ... than the full-reserve system utilized in private insurance, and the financing conditions of the trust ...- Authors: H Shawn Lin
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Forecasting
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The Implications of Changes in Survival Probability and Attitudes Towards Risk in a Model of Adverse Selection
The Implications of Changes in Survival Probability and Attitudes Towards Risk in a Model of Adverse ... changes in the fractions of various groups of individuals, the survival probabilities of various types ...- Authors: Tapen Sinha
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities