Description: In this paper, the authors show how probabilities and actuarial values may be calculated using a time-homogeneous Markov model. Piecewise constant transition intensities are suggested as a way to extend the approach to the inhomogeneous case. From Actuarial Research Clearing House 1993, VOL. 1.

Description: This paper shows the application of a threshold strategy on the surplus level of an insurance risk model results in a process that can be analyzed as a doubly infinite Markov chain with finite blocks. The resulting procedures are then used to calculate the probability distributions for time of ruin, the surplus immediately prior to ruin, and the deficit at ruin. From the Actuarial Research Clearing House, 2008, Vol.1.

Description: This report contains estimates of incidence and continuance rates from the general population using data available from the National Long–Term Care Surveys. This report was done by a subcommittee of the Society's Long–Term Care Experience Committee and reflects work done primarily at the Duke University Center for Demographic Studies. This is a ZIP file containing main report, all appendices, tables, and figures from the study and model.

Description: This paper presents diagnostics and tests for tile retrospective identification of abrupt change in the mean level of a process where the mean and variance of the underlying random variables cannot be functionally separated. From Actuarial Research Clearing House 1994, VOL. 1.

Description: This paper proposes a more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted penalty function and dividends paid up to ruin, as well as many others that have not been taken into consideration in the same systematic way, such as the insurer's accumulative utility, expected total discounted claim expenses, etc. The major result provides a unifying approach for all ruin-related quantities that fall in the category of the generalized GS function. From the Actuarial Research Clearing House, 2008, Vol. 1.

Description: This report contains estimates of incidence and continuance rates from the general population using data available from the National Long–Term Care Surveys. This report was done by a subcommittee of the Society's Long–Term Care Experience Committee and reflects work done primarily at the Duke University Center for Demographic Studies. This is a ZIP file containing main report, all appendices, tables, and figures from the study and model.