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A Practical Algorithm for Approximating the Probability of Ruin
(3) appears to offer a direct approach for evaluating ~(u), in practice, direct evaluation of ~(u) is ... ASTIN Bulletin 12 (1981): 22-26. 24. PANJER, H.H. "Direct Calculation of Ruin Probabilities," Journal of ...- 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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The Impact of Mortality on Panjer's Model of AIDS Survival
The Impact of Mortality on Panjer's Model of AIDS Survival This is a sequel to Panjer's ... of my paper. Dr. Chan's model, which includes direct jumps to stages beyond the immediate next stage ...- Authors: Colin M Ramsay
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Health & Disability>Health risks
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Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior
companies, health care providers, and any others who want to project mortality or health care demand or costs ... companies, health care providers, and any others who want to project mortality or health care demand or costs ...- 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