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Distribution of the Number of IBNR Claims
Distribution of the Number of IBNR Claims This paper proposes a model for the incurred but not reported ... reported - IBNR- claims of an insurance company. This model will be fit to third party automobile bodily ...- Authors: Louis G Doray
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Accident insurance; Modeling & Statistical Methods>Stochastic models
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Evaluation of the Rollover Option
Evaluation of the Rollover Option The purpose of this paper is to examine a special case of option pricing ... pricing theory in which the insurance company promises the customer to exercise the option for him. This ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
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The Table of Isolated Mortality
The Table of Isolated Mortality This paper shows the mortality element can be partially isolated allowing ... readily obtained at any interest rate. From the Actuarial Research Clearing House 1979, Vol.2. Annuity ...- Authors: Basil A Xavier
- Date: Jan 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities; Modeling & Statistical Methods
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Estimation of the Rate of Mortality in the Presence of In-And-Out Movement
Estimation of the Rate of Mortality in the Presence of In-And-Out Movement In estimating mortality rates ... rates from the experience of a life insurance company or employee-benefit plan, it is expedient, because ...- Authors: Thomas N E Greville
- Date: Jan 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Axioms for the Internal Rate of Return of an Investment Project
for the Internal Rate of Return of an Investment Project This paper studies the internal rate of return ... return of a finite series of cash flows in terms of three natural axioms. Examples of rate of return functions ...- Authors: S. Promislow, David Spring
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Marketing Implications of the Baby Boom Hitting the Target
Implications of the Baby Boom Hitting the Target This paper discusses the marketing implications of the baby ... boom generation and the aging of the Canadian population in general. From the Actuarial Research ...- Authors: Robert Brown
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography
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Issue and Analysis of Bonds in Inflationary Conditions
Issue and Analysis of Bonds in Inflationary Conditions The object of this paper is to present several ... several aspects on the valuation of bonds which are not usually in textbooks but very important to consider ...- Authors: EDUARDO MELINSKY
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
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A Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson
Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson ... has to be added to the probability of ruin by n claims to obtain the probability of ultimate ruin.- Authors: William A Bailey
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Estimation methods
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Implications of population change on Social Insurance systems providing old age benefits
Implications of population change on Social Insurance systems providing old age benefits This article ... article considers the challenges that need to be addressed in the cost analysis of long range social insurance ...- Authors: Robert J Myers
- Date: Jan 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Social Insurance>Social Security
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Elementary Models of Reserve Fund for OASDI in the USA
Elementary Models of Reserve Fund for OASDI in the USA This paper discusses Cecil Nesbitt's paper ... elementary models of the reserve fund for OASDI in the United States. From the Actuarial Research ...- Authors: Charles L. Trowbridge
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Social Insurance>Social Security