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Maximum Likelihood Alternatives to Actuarial Estimators of Mortality Rates
hand, if d = N, ~a L(q) > 0 and ~ = 1. In general, care should be exercised so that these special cases ... upon the mortality process. That is, there is no direct connection between the rate at which one physically ...- Authors: H J Boom, James D Broffitt, Ralph E Edwards, James Robinson
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods
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Ingenix Comments on A Comparative Analysis of Claims-Based Tools for Health Risk Assessment
Ingenix Comments on A Comparative Analysis of Claims-Based Tools for Health Risk Assessment ... for investigation is the use of these models in care management, including an assessment of model accuracy ...- Authors: Society of Actuaries
- Date: Apr 2007
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Best practices
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Economic Capital Correlation Matrices and Other Techniques - A Survey and Discussion
Economic ... aggregation within a risk category. The primary methods used to aggregate risk include integrated ... See Question 1 in Appendix B Figure 2. Primary Economic Capital Methodology Fair Value 70% ...- Authors: Christopher Olechowski, Matthew Clark
- Date: Sep 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Economic capital
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Discussion of Preceding Paper
business has proved itself to be, there are more direct and practical reasons for rejecting a pricing ... the latter. I do not think there should be a direct relation of Added Cost to the price for insurance ...- Authors: Irving Rosenthal, Edward W Marshall, Robert T Jackson, Manuel Gelles
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Technology & Applications>Analytics and informatics
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GAAP Accounting for Reinsurance Accepted
Accordingly, many pro- cedures which are applicable to direct insurance are also applicable here. However, the ... with revenue? The above reasoning would apply to direct business where the premiums vary, as in graded ...- Authors: Frank Klinzman, Richard S Robertson
- Date: Oct 1975
- 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: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Reinsurance>Financial reporting for reinsurance; Reinsurance>Reserving - Reinsurance
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An Exposure Formula Controversy
An Exposure Formula Controversy Series of letters discussing the controversial Gershenson formula ... makes no claim of originality. Of course, I am in direct disagreement with Seal's remarks. I am anxious ...- Authors: Hilary L Seal
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality
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A Modified Development Method for Deriving Health Claim Reserves
RESERVES 91 properly reflect the current health care environment and the administrative practices of ... high-severity-type claim (for example, long-term care) will require much more volume than a high-frequency ...- Authors: E Paul Barnhart, John M Bragg, Charles S Fuhrer, Sam Gutterman, George Hawkins, Mark E Litow
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Health insurance
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Discussion of Preceding Paper
Discussion of Preceding Paper This is the discussion of the paper by Arthur Pedoe, 'The ... commissions, medical and inspection fees, taxes, direct real estate expenses and pre- miums on mortgages ...- Authors: Charles F B Richardson, Arthur Pedoe, Julian Miller
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Expenses - Life Insurance
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Cash-Flow Matching and Linear Programming Duality
Cash-Flow Matching and Linear Programming Duality This paper applies the duality theory ... linearization given in Section IV of [15] is a direct consequence of the duality theory of linear programming ...- Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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Cost of Implementing a Principle-Based Framework for Determining Reserves and Capital Survey Results
Rights Reserved that list life insurance as their primary line of business. On average, companies appear ... consideration. PROFILE 1. What is your company’s primary line of business? a. Life insurance b. Life reinsurance ...- Authors: Gregory J Roemelt, Jason Kehrberg, Charles J Souza
- Date: Apr 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods