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A Practical Algorithm for Approximating the Probability of Ruin
A Practical ... that is, 1 = 2(1 - v)' p>l . 1/2< ~,< 1. (17) 452 TRANSACTIONS, VOLUME XL IV Since f(p) ... (21), respectively; Compute ~:z using Equation (17); p using Equation (25); /31 and/32 using Equation ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; 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