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Time Series Analysis and Forecasting
distributions shifting over time is provided by annuity * Mr. Mitler, not a member of the Society, is ... FORECASTING mortality. The experimental evidence of this century is very convincing that annuity mortality ...- 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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The Development of Mean Natural Reserve Factors and Methods of Amortizing Acquisition Expenses in Adjusting Life Insurance Company Earnings
i) -- 1,000(1 + i)'/'2dt_, = ( lt_ l - d,_~) , V s . (4) This is a far from startling result unless ... withdrawing at the end of policy year t = I,_1(1 ,,~a) ~(u,) ( l t - i ('~)" - - = - - d t - l )q t -1 , ...- Authors: Robert L Collett, Robert H Dreyer, A Henry Kunkemueller, Paul Milgrom, Claude Y Paquin, Anthony C Sharp, Steven Sommer, Leonard H McVity
- Date: Oct 1973
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Forecasting
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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