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Models for the Distribution of Aggregate Claims in Risk Theory
for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate ... aggregate claims of an insurer. The general form of the distribution is considered initially, and, after ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Time Series Analysis and Forecasting
Analysis and Forecasting This paper outlines a method of parametric modeling that may be used to produce forecasts ... intervals that will convey a measure of the reliance that may be placed on the forecasts. Followed by ...- Authors: James C Hickman, Robert B Miller, Frank Reynolds, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis
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Experience-Rating Group Life Insurance
Experience-Rating Group Life Insurance This paper explores the principles upon which experience-rated group insurance ... insurance currently is based and discusses the question of whether or not these principles are sound.- Authors: John C Angle, William A Bailey, Application Administrator, Theodore W Garrison, Hans U Gerber, Donald A Jones, Edward J Porto, William J Schreiner, Myron Henry Margolin, James E Jeffrey
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods