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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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Modelling Multi-State Processes Using A Markov Assumption
could be used when considering life insurance or annuity products. In the case of a simple whole life insurance ... payable upon transition to state 2. For a life annuity, a single premium is paid when the contract is ...- Authors: Bruce Jones
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- 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
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Using Reversible Jump MCMC to Account for Model Uncertainty
and to a random component U . We can express it as zp = gmmp(z, U), where U is a random vector on Rnmmp ... the current model. This ensures that fm(z)qmmp(z, u) and fmp(zp)qmpm(zp, up) are joint densities on spaces ...- Authors: Brian Hartman, Jeff R Hart
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods>Markov Chain
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Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain
where } < (~ < }. Also, assume that/z6 = E(Xi - /L) s < oo and that ]f"(x)] is a convex function of x. ... Ei=l f(Yid), and define Let f ( ) i )= -1 m k = S(r , )} , k= 1, . . . , , , , . Constancy of the ...- Authors: J L Van Wyk, F Lombard
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
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Predicting Return to Work with Data Mining
Work with Data Mining January 12, 2004 2 TABLE OF CONTENTS Predicting Return to Work with Data ... specify whether a factor influenced recovery, mortality, or both, we decided to give all the factors consideration ...- Authors: Barry D Senensky,
- Date: Jan 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
- Topics: Health & Disability>Chronic health management - Health & Disability; Health & Disability>Disability insurance; Health & Disability>Disability tables; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation