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A Ballistic Approach to Actuarial Problems
value;Deferred annuities;Lapse rates=Lapses;Mortality rates=Mortality tables=Death rates ;Premiums;Taxes=Ta ... ;Premiums;Taxes=Taxation;Dividends;Life and annuity expenses; 2542 10/1/1984 12:00:00 AM ...- Authors: J. C. Smith, Michael Stramaglia
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Markov Chain
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On Calculating Delta-Ized Reserves - Actuarial Note
On Calculating Delta-Ized Reserves - Actuarial Note The actuarial profession is faced with ... appropriate provision for adverse deviations in mortality, lapses, interest rates, and expense rates. This ...- Authors: William A Bailey, Cecil J Nesbitt, David G Halmstad
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
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Intervention Effects Among a Collection of Risks
Intervention Effects Among a Collection of Risks This paper describes risk-factor-dependent multiple ... discrete state stochastic model of morbidity and mortality processes. For large numbers of risk factors ...- Authors: H Tolley, Kenneth G Manton
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
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On the Probability of Ruin in a Markov-modulated Risk Model
corresponding surplus process {R(t); t ≥ 0} is then R(t) = u+ C(t)− N(t)∑ n=1 Xn , t ≥ 0 , (3) 3 where C(t) ... aggregate premium received during interval (0, t] and u (≥ 0) is the initial reserve. Let Un be the time at ...- Authors: Yi Lu, Shuanming Li
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Markov Chain