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Annuity Valuation with Dependent Mortality
probabilities for more than two annuitants can be done by direct extensions of the methods of this paper. We focus ... where X and Y represent the ages at death of the primary and secondary annuitant, respectively. In joint ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Recurrence Relations in Life Contingencies
mδ(·) = ν mδ(·) = ν n→ ∞ n→ ∞ n→ ∞ n→ ∞ Primary Relationships Figure 3 Term Insurances The four ... column. The top two recurrences are designated as primary relationships as the others can be derived starting ...- Authors: Nariankadu Shyamalkumar
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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An Investment Actuary's Approach to ALM
defined in terms of the spot rates themselves, a direct solution which fo l lows the Whitaker- Henderson ... factors. It would certainly be more satisfying if a direct solution could be achieved which applied the smoothness ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Preliminary Analysis of Pet Insurance Data
Preliminary Analysis of Pet Insurance Data This paper examines claim transaction data as ... age and breed pattern of diagnoses for veterinary care events in insured dogs during 1996. Veterinary Record ...- Authors: Jeffrey S Pai, Kevin Shand, Xikui Wang
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
Introduction Reinsurance is the transfer of risk from a direct insurer to a second insurance company, the reinsurer ... 2005, 2:142-160. [21] Chan, W. and Zhang, L., Direct derivation of finite-time ruin probabilities in ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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A Claim Reserve System
A Claim Reserve System All claim reserve systems endeavor to derive estimates of the unpaid ... incurral month, the user should recall that the primary objective of the system is to estimate the frequency ...- Authors: William A Bailey, Bruce E Nickerson
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Analyzing Investment Data Using Conditional Probabilities: The Implications for Investment Forecasts, Stock Option Pricing, Risk Premia, and CAPM Beta Calculations
Analyzing Investment Data Using Conditional Probabilities: The Implications for Investment Forecasts, ... rely on defined contribution accounts as the primary source of retirement income. Forecast scenarios ...- Authors: Richard Joss
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments