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Required Surplus for the Insurance Risk for Certain Lines of Group Insurance
is to find the smallest value for initial surplus, U(e), so that the probability that the enterprise ever ... previous section had surplus U. A classic resuli of ruin theory 2 shows that (U), the probability that the ...- Authors: John K Ahrens, Allan Brender, James Ramenda
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods