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A New Collective Risk Model
mathematical model is constructed to study the deviations of claims, investment performance, operating ... random stochastic processes. Discussions of the paper submitted by 2 readers follows Discount ...- Authors: John A Beekman, Ethan Stroh, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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Optimal Ruin Calculations Using Partial Stochastic Information
Using Partial Stochastic Information Discussion of how to obtain tight upper and lower bounds on E[hX] ... random variable X with three known moments. Risk measurement;Stochastic models; 2551 10/1/1984 12:00:00 ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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An Introduction to Collective Risk Theory and its Application to Stop-Loss Reinsurance
investigate directly the risk enterprise as a whole. Primary interest is focused not upon the gains, losses ... but upon the amount of total claims or the total gain arising from all the policies in the portfolio ...- Authors: Ernest A Arvanitis, Russell M Collins, Paul H Jackson, Robert C Tookey, Paul Markham Kahn, Herbert L Feay
- Date: Oct 1962
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models; Reinsurance>Stop-loss insurance
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
paper presents the important concepts underlying the theory of arbitrage-free pricing of interest-rate-contingent ... t cash flows: absence of opportunities for riskless arbitrage, completeness of markets, relative prices ...- Authors: James A Tilley
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models