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Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model
Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model This paper shows the application ... application of a threshold strategy on the surplus level of an insurance risk model results in a process that ...- Authors: Ana Maria Mera
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Non-Insured Home and Community-Based Long-Term Care Incidence and Continuance Tables ZIP
estimates of incidence and continuance rates from the general population using data available from the National ... Surveys. This report was done by a subcommittee of the Society's Long–Term Care Experience Committee ...- Authors: Application Administrator, Robert Yee, P J Stallard
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Long-term care - Experience Studies & Data; Modeling & Statistical Methods>Markov Chain
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Actuarial Monopoly – bringing Markov home to the family
Actuarial Monopoly – bringing Markov home to the family In this article, rather than building financial ... Corality Financial Group, the author applies a Markov Chain and financial analysis to the humble Monopoly board ...- Authors: Tim Heng
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Markov Chain
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Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain
Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain ... identification of abrupt change in the mean level of a process where the mean and variance of the underlying ...- Authors: J L Van Wyk, F Lombard
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
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Home and Community-Based Long-Term Care Incidence and Continuance Tables
estimates of incidence and continuance rates from the general population using data available from the National ... Surveys. This report was done by a subcommittee of the Society's Long–Term Care Experience Committee ...- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Long-term care - Experience Studies & Data; Modeling & Statistical Methods>Markov Chain
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Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes
generalized Gerber-Shiu G-S function which contains both the G_S expected discounted penalty function and dividends ... been taken into consideration in the same systematic way, such as the insurer's accumulative utility ...- Authors: Runhuan Feng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Modelling Multi-State Processes Using A Markov Assumption
Processes Using A Markov Assumption In this paper, the authors show how probabilities and actuarial values ... intensities are suggested as a way to extend the approach to the inhomogeneous case. From Actuarial ...- Authors: Bruce Jones
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain