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Recursive Formulas for Compound Difference Distributions
recently in much actuarial literature ([2]; [5]; [17]; [20]; [211; [22]; [24]). It presents a general ... formulas that have appeared recently in ([2]; [5]; [17]; [20]; [21], [22]; and [24]) can also be derived ...- Authors: Beda Chan, Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods
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Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk
Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk This paper compares ... Vldue 95% o o o o = i i J : ! 16(XX) 17(~00 18000 19000 20C00 21000 Value 95% [ o_[ ...- Authors: Beda Chan
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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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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Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
Dufresne and Gerber (1989) ~1 ~ ok = 1, ~=1,...,., (17) 119 can be solved by the same arguement as ... probability and severity of ruin, ASTIN Bulletin 17, 151-163. Kaas, R. (1991) The Schmitter problem ...- Authors: Beda Chan
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
Information Theoretic ... 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 31 ... is described in more detail in Brockett and Cox [17]. We provide two numerical examples that illustrate ...- Authors: Bradley P Carlin, Beda Chan, Thomas Herzog, William L Roach, Elias Shiu, Patrick L Brockett, Josh Babier, Wojciech Szatzschneider, E S Rosenbloom
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Modeling & Statistical Methods