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A Probabilistic Model for Life Contingencies and a Delta-Free Approach to Contingency Reserves
MODEL FOR CONTINGENCIES 137 3. CARLSON, D. L. "Direct Calculation of Contingency Margins for Gross Premiums ... would create a severe administrative burden to the direct insureruthink of the "exponential" size of tb~ ...- Authors: Gottfried O Berger, Hans U Gerber, Harry H Panjer
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development; Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance
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Z-Factor Analysis Under A Principles-Based Approach For U.S. Life Insurance Products
data in Table II is described in Table I. The primary purpose of this table is to illustrate a concept ... is included as a source of profit. The primary concern with separate account products is the capital ...- Authors: John Roeger, Yiping Yang
- Date: Oct 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance