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A Practical Algorithm for Approximating the Probability of Ruin
A Practical ... that is, 1 = 2(1 - v)' p>l . 1/2< ~,< 1. (17) 452 TRANSACTIONS, VOLUME XL IV Since f(p) ... (21), respectively; Compute ~:z using Equation (17); p using Equation (25); /31 and/32 using Equation ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Pension Section News, April 2002, Issue No. 49
condition over the next 10 years is presented on pages 17-19 of that report. For the multi-employer program ... transitional version of “average value” (Approval #17) that on analysis produced an income recognition ...- Authors: Paul Angelo, Donald S Grubbs, Steven F McKay, Marilyn Miller Oliver, Colin M Ramsay, Anna M Rappaport, Carl Shalit, Joan Weiss, Edward Sypher, John Riley
- Date: Aug 2002
- Publication Name: Pension Section News
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The Impact of Mortality on Panjer's Model of AIDS Survival
diseases. For insurance purposes, the AIDS Task Force [17, chapter 4, p. 11] suggested that a working definition ... burg, I11.: Society of Actuaries, 1988, pp. 1-21. 17. SOCIETY OF ACTUARIES AIDS TASK FORCE. "The Impact ...- Authors: Colin M Ramsay
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Health & Disability>Health risks
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Loading Gross Premiums for Risk Without Using Utility Theory
distributions are contained in Embrechts and Goldie [17] and in Embrechts and Veraverbeke [18]. Definition ... example of such a risk-measure function is = ~24 (17) RIg] K 2 '~ {-O3K~ 3 Jr f~4K4 where the coj>-0 ...- Authors: Colin M Ramsay
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM
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An Introduction to Business Credit Insurance
subject of credit and collections, including Pierce [17], Biggar [2], Mills [15], Bancroft [1], and Bond ... the Com- mercial Law League of America. Pierce [17, p. 89] gives the following example of a fee structure: ...- Authors: Colin M Ramsay
- Date: Oct 1993
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Banking - Finance & Investments
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Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior
Modeling the AIDS Epidemic by Analysis ... 4 5 6 7 8 9 10 il 12 13 14 15 16 17 18 19 20 0.3% 1.2 2.6 4.3 6.2 8.6 10 ... 0005 4 2 5 6 10 11 12 14 15 16 16 17 ~ is Probability of Infection from a Single Sexual ...- Authors: Beda Chan, Michael Cowell, Charles S Fuhrer, Ronald Gebhardtsbauer, Peter W Plumley, Colin M Ramsay
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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AIDS and the Calculation of Life Insurance Functions
population. The Centers for Disease Control ([1] and [17]) estimate that the number of HIV+ cases is spreading ... d ~,(t) - ~; + ~, , l(t) - (8 + ,~,),~,(t), (17) dt with boundary conditions ,4,(0) = 0 and ...- Authors: Colin M Ramsay, Eric Seah, Elias Shiu, J. C. Smith
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance
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Product Matters! August 2002, Issue No. 53
September 23, 2002 April 2003 Monday, February 17, 2002 July 2003 Monday, May 19, 2002 Preferred ... ROI" Setting August 2002 • Product Matters! • 17 Relationship of IRR to ROI on a level Term Life ...- Authors: Douglas Doll, Colin M Ramsay, Wayne Stuenkel, Larry Warren, Mary J Bahna-Nolan
- Date: Aug 2002
- Publication Name: Product Matters!
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Percentile Pension Cost Methods: A New Approach to Pension Valuations
pensioners will be sat- isfied; see McGill [7, chapter 17]. Ideally, the degree of assurance should be made ... (13) and (16) that 8 ~)(m) __ ~_., d(m) ~0., (17) where ,~0~ is the balancing item in the continuous ...- Authors: Colin M Ramsay
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Assumptions and methods
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Macro Pricing: A Comprehensive Product Development Process
Macro Pricing: A Comprehensive Product Development Process This paper outlines the limitations inherent ... displacement in this example is shown in Figure 17. 70% FIGURE 17 UL DISPLACEMENT 60% 50% (3 ~30% ...- Authors: Shane A Chalke, Linden Cole, Arnold Dicke, Matthew Easley, Charles S Fuhrer, James C Hickman, Merlin F Jetton, Thomas Kilcoyne, Frank C Metz, Harry Ploss, Colin M Ramsay, DAVID LEE
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance