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Interest and Mortality Randomness in Some Annuities
Interest and Mortality Randomness in Some Annuities This paper presents a model is which can be used ... possible adverse interest and mortality experience for collections of life annuity contracts. Certain boundary ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Annuities>Individual annuities; Modeling & Statistical Methods>Stochastic models
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Comparing Needs for Initial Surplus in Collective Risk Models
papers have presented methods for ap- proximating ¢(u), the infinite time ruin function. Goovaerts and ... algorithm to obtain upper and lower bounds on ¢(u), and hence on the error in the approximation. They ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM
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A Multirisk Stochastic Process
function P(x). Assume that E(X~) = Pl > 0. The X~'s represent the claims, and p, is the expected value ... function (s < t) is 0 P{x(t ) < ylX(s) = x} p(x, s; y, t) = -~y u.n-- {y - • exp [ -~( t - s)l}'-n ...- Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models