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Models for the Distribution of Aggregate Claims in Risk Theory
Models for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate claims of an insurer. The general form of the distribution is considered ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Minimum-Rz Moving-Weighted-Average Formulas
Minimum-Rz Moving-Weighted-Average Formulas In this paper, the coefficients of the minimum-Rz moving-weighted-average formulas are derived using matrix algebra and the method of Lagrange ...- Authors: Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Getting Started with Modeling Platforms - for the report Complexity Science
Getting Started with Modeling Platforms - for the report Complexity Science This document shows you how to set up modeling platforms and start to work with them. Used in conjunction with ...- Authors: Alan Mills
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Policyholder behavior - Annuities; Modeling & Statistical Methods
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How Do They Know and What Could We Do? The Science of 21st Century Climate Projections and Opportunities for Actuaries
How Do They Know and What Could We Do? The Science of 21st Century Climate Projections and Opportunities for Actuaries This paper provides actuaries with background and scientific knowledge to ...- Authors: Society of Actuaries
- Date: May 2018
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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On Calculating Delta-Ized Reserves - Actuarial Note
On Calculating Delta-Ized Reserves - Actuarial Note The actuarial profession is faced with a problem of determining delta-ized reserves on a basis which will include appropriate provision for ...- Authors: William A Bailey, Cecil J Nesbitt, David G Halmstad
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
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An Empirical Approach to the Determination of Credibility Factors
An Empirical Approach to the Determination of Credibility Factors This paper is concerned with the determination of credibility factors applicable to the estimation of the true claim level of a ...- Authors: Ralph D Maguire
- Date: Apr 1969
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Market-Consistent Valuations of Life Insurance Business: The U.K. Experience
Market-Consistent Valuations of Life Insurance Business: The U.K. Experience U.K. life insurers writing participating business are required by the Financial Services Authority to value their ...- Authors: Chris O'Brien
- Date: Jul 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods; Public Policy
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Salary Scales
Salary Scales This paper surveys the actuarial techniques connected with salary scale mathematics for the valuation of defined benefit pension plans. Followed by several discussion ...- Authors: Kenneth Altman, Samuel Eckler, Ralph E Edwards, Raymond B Krieger, Robert J Myers, Walter Riese, Conrad Siegel, John B Stearns, Geoffrey N Calvert, William F Marples
- Date: Apr 1962
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Corporate plans; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Multi-employer plans; Pensions & Retirement>Public sector plans
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A Multivariate Approach to Immunization Theory
A Multivariate Approach to Immunization Theory The author previously wrote about extending the general nonparallel shlft approach to duration analysis. This paper explores the immunization ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Some Simple Models of the Investment Risk in Individual Life Insurance
Some Simple Models of the Investment Risk in Individual Life Insurance This paper develops a theory for the valuation of some kinds of interest sensitive cash flows. A process is derived which ...- Authors: Application Administrator
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods