1
-
10
of
10
results (0.55 seconds)
Sort By:
-
Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
were computed by numerically solving I~ oO 0 u which was a nontrivial numericaJ task then(Cram~r ... k2 + k3 e z Pl P2 P3 (3) ¢(u) = 1 1 + kl,k2,k3 kl!k2!k3! ' where z = (u - klX 1 - k2x 2 - kax3) + ...- 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
-
Approximations of Ruin Probability by Di-atomic or Di-exponential Claims
compare the approximations with the exact values of ¢(u) for three examples drawn from fire (large spread) ... numerically solving u oo ,~/n/: ~ -/I1 ,<'/,,~J ,~/,, ,,~ d,, + ~ / I1-,'/y~l ~,, /~/ 0 u which was a ...- Authors: Beda Chan, Josh Babier
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior
providers, and any others who want to project mortality or health care demand or costs or who have some ... providers, and any others who want to project mortality or health care demand or costs or who have some ...- 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
-
Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
Information Theoretic Approach to Actuarial Science: A Unification and Extension ... Actuaries 1991, Vol. 43. Contingencies;Mortality rates=Mortality tables=Death rates ;Statistical methods;Stochastic ...- 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
-
AIDS: Survival Analysis of Persons Testing HIV+
death. 517 518 AIDS: SURVIVAL ANALYSIS Table 1A classifies the number of persons observed during ... time the subject was first observed in the study. Table 1B gives the corresponding number of persons whose ...- Authors: Beda Chan, Mark Evans, Harry H Panjer, Elias Shiu, J. C. Smith
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
-
An Actuarial Model for AIDS when Transition Intensities Follow Jump-diffusion Processes
jump-diffusion processes Beda Chan Department of Stat i s t ics Un ivers i ty of Toronto Toronto C~n~d~ ... over t ime but exper ience gradua l d r i f t s and sudden jumps . The paper cons iders these ...- Authors: Beda Chan
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Geometric Solutions to Stationary Population Problems
require integration and multiple integration of mortality functions. Solutions to these problems customarily ... 4 on plan ABCD~, which describes the future mortality of those now aged x. A totem pole, EF, of height ...- Authors: Beda Chan
- Date: Jan 1981
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
-
Recursive Formulas for Compound Difference Distributions
probability gen- erating function by Gz(s) = E(s z) = ~ Pr {Z = j}sJ = Z(s). j=o Consider a sum of a random ... distri- bution. It is easy to show that GsN(S) = Gjv (Gx(s)). (1) See ([4], pp. 286-87). We introduce ...- 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
-
DISCONTINUITY AT THE BOUNDARY
is not checked. EXAMPLE 1 ( Compare [2,p.4,S?6M21] If s(~) v~ ' simplify A ... ~1 ~2 ~m (A) 1 ... (C) 1 As suggested in [2] , we aonsider a life table in whiah everyone lives to the exaat age w assumption ...- Authors: Beda Chan
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
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 ... Vlgue VIluo References Robbins, E.L., Cox, S. H., and Phillips, R.D. 1997. "Applications of Risk ...- Authors: Beda Chan
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods