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On the Probability of Ruin in a Markov-modulated Risk Model
On the Probability of Ruin in a Markov-modulated Risk Model This paper endeavors to obtain the explicit ... explicit formulas of the probability of ruin in a Markov-modulated model where claim intensities, claim sizes ...- Authors: Yi Lu, Shuanming Li
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Markov Chain
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Intervention Effects Among a Collection of Risks
Intervention Effects Among a Collection of Risks This paper describes risk-factor-dependent multiple ... stochastic model of morbidity and mortality processes. For large numbers of risk factors, the model is extended ...- Authors: H Tolley, Kenneth G Manton
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
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Hidden Markov Models and You
Hidden Markov Models and You An introduction to Hidden Markov Models, which are used extensively ... and in developing categorizations of data based on the values of the data themselves. Time series;Markov ...- Authors: Brian Grossmiller
- Date: Jul 2013
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Markov Chain
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A Ballistic Approach to Actuarial Problems
A Ballistic Approach to Actuarial Problems This paper ... shows how actuarial pricing based on the mathematical concept of present value can be formulated and solved ...- Authors: J. C. Smith, Michael Stramaglia
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Markov Chain
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On Calculating Delta-Ized Reserves - Actuarial Note
On Calculating Delta-Ized Reserves - Actuarial Note The actuarial profession is faced with ... Reserves - Actuarial Note The actuarial profession is faced with a problem of determining delta-ized reserves ...- 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