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Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
Adjustment Coefficient in the Sparre Anderson Model with Reinsurance In the context of reinsurance, this ... ra− β) = λ+[(a+c−ca−e)P−(1+α)λ a β e−β M a ]r 17 After some simplification, it becomes: λr2a2 ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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Toward a Unified Approach to Fitting Loss Models
following cubic functions provide a good approximation. 17 10% : 0.9289p3 − 2.6822p2 + 2.5761p+ 0.4011 5% ... simplicity and favors the lognormal model. Figures 17 and 18 below provide p−p plots for the two additional ...- Authors: Stuart Klugman, Jacques Rioux
- Date: Jan 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Procedure for Simulation with Constructed Copulas
Procedure for Simulation with Constructed Copulas This report describes a simple way to construct ... 372603 0.372602 FN(−4,−4) 1.126688× 10−6 3.46191× 10−17 The spreadsheet values of the copula are shown to ...- Authors: Donald Behan, Samuel Cox
- Date: May 2007
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA
A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA This article provides an an alternate, ... Deaths due to other causes are treated as -43- 17. withdrawals with respect to that cause of death ...- Authors: Harry H Panjer
- Date: Jan 1979
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods