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Some Observations on Actuarial Approximations
method in this paper is to derive expressions for mortality between integral values of age underlying the ... approximations employed, and to compare such expressions. Annuity and life reserve formulas are compared. Discussions ...- Authors: John A Mereu
- Date: Jun 1961
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods
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Annuity Values Directly from the Makeham Constants
Annuity Values Directly from the Makeham Constants Development of a formula for the continuous annuity ... discussion papers submitted Annuities;Annuity valuation;Mortality modeling; 1803 6/1/1962 12:00:00 AM ...- Authors: Mohamed F Amer, William H Burling, E Ward Emery, Donald A Jones, Donald B Maier, John A Mereu, Cecil J Nesbitt, Frank A Weck, A M Niessen, Thomas N E Greville
- Date: Jun 1962
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Annuities>Payout annuities; Annuities>Pricing - Annuities
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The M-Linear Hypothesis and Varying Insurance
M-Linear Hypothesis and Varying Insurance Because mortality tables are generally tabulated at yearly intervals ... insurance and annuity functions. This paper examines the effect on insurance and annuity formulas of assuming ...- Authors: John A Mereu
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality
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Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave ... Vol. 47. Markov Chain;Monte Carlo simulation;Mortality modeling; 2744 10/1/1995 12:00:00 AM ...- Authors: Jacques F Carriere, John A Mereu, Gordon E Klein, David Scollnik, Jeffrey S Pai
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Dividend Formulas in Group Insurance
FORMULAS IN GROUP INSURANCE D()NALD A. JONES AND HANS U. GERBER* ABSTRACT The paper discusses the optimal ... common dividend formula is of the form D -- (kP - S)+, guaranteeing dividends equal to the excess * ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, John A Mereu
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Apportionable Basis for Net Premiums and Reserves
Apportionable Basis for Net Premiums and Reserves This is the discussion of the paper by J. Alan ... functions. A new function, the apportionable annuity due, is defined and derived and formulas for net ...- Authors: John H Cook, Allan Johnson, J Alan Lauer, John A Mereu, Cecil J Nesbitt, William A. White, Harwood Rosser, B George Isen
- Date: Jun 1967
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance
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The Mathematical Forces Operating on Reserves
The Mathematical Forces Operating on Reserves The insurance reserve for an individual contract ... moment in response to the forces of interest and mortality. A different mathematical model arises for each ...- Authors: Mohamed F Amer, John A Mereu, Cecil J Nesbitt, Courtland C Smith, Robert E Beard
- Date: Oct 1963
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods
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Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law
Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law ... Discounted Benefit Random Variable vT Under De Moivre's Law This is a simplified approach to calculating ...- Authors: John A Mereu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Whole life
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Analysis of the Deficit Risk in Group Insurance
appropriate risk charge level is developed. Mortality rates=Mortality tables=Death rates ;Persistency;Stop-loss ... ;Persistency;Stop-loss insurance;Dividends;Mortality risk; 2415 10/1/1980 12:00:00 AM ...- Authors: John A Mereu, Harry H Panjer
- Date: Oct 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance
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An Algorithm for Computing Expected Stop-Loss Claims under a Group Life Contract
replacement at all. If we also assume that the force of mortality is a constant for each life during the year, ... amount of insurance under certificate i and q~ the mortality rate applicable to certificate/. Because we ...- Authors: William A Bailey, Hans U Gerber, L Giles, Richard S Hester, Donald A Jones, John A Mereu, Gerald J Rankin, Courtland C Smith, William J Taylor
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Forecasting