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Practical Applications of the Ruin Function
function technique in the determination of the C-2 mortality risk reserve needed for individual life insurance ... capital=RBC;Statistical methods;Stop-loss insurance;Mortality risk;Risk theory; 2540 10/1/1984 12:00:00 AM ...- Authors: John A Beekman, George E Reckin, Elias Shiu, John Snyder, Daniel J Schwark
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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Required Surplus for the Insurance Risk for Certain Lines of Group Insurance
is to find the smallest value for initial surplus, U(e), so that the probability that the enterprise ever ... previous section had surplus U. A classic resuli of ruin theory 2 shows that (U), the probability that the ...- Authors: John K Ahrens, Allan Brender, James Ramenda
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Experience-Rating Group Life Insurance
Experience-Rating Group Life Insurance This paper explores the principles upon ... rates=Interest rates;Group health plans;Group life plans;Mortality assumption;Premiums;Stop-loss insurance;Workers' ...- Authors: John C Angle, William A Bailey, Application Administrator, Theodore W Garrison, Hans U Gerber, Donald A Jones, Edward J Porto, William J Schreiner, Myron Henry Margolin, James E Jeffrey
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Models for the Distribution of Aggregate Claims in Risk Theory
Models for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution ... submitted discussion paper. Catastrophic risk;Mortality modeling;Stochastic models;Risk theory; 2539 ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- 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
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Concentration of Risk and the Catastrophic Accident Hazard
field rather than with the company's regular mortality experience. Since reinsurance of the hazard would ... exposure of 10,000,000 lives, we are discussing mortality incidence of the order of 100,000 claims, 6,000 ...- Authors: Edmund C Berkeley, Edward A Green
- Date: Oct 1954
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Reinsurance>Catastrophe reinsurance