Description: This people provides a derivation of continuous and curtate inequalities of life contingent functions and shows how the proofs of the continuous inequalities are of an entirely different nature from the usual proofs for the curtate inequalities Followed by discussion papers submitted by several authors

Description: A presentation of a mathematics/statistics based approach for determining credibility factors for possible use in group health insurance premium rate setting and experience refund setting. Includes supporting mathematical proofs of approach. Followed by discussions submitted by several people

Description: This paper by John Mereu describes a method for mathematically computing the expected loss under a group life contract in excess of a stated limit. The paper also shows how to compute the variance and standard deviation of the stop-loss claim and suggests how the method can be extended to group insurance benefits where the claim amount per certificate is not fixed. Paper is followed by discussions from several people

Description: This paper explores the principles upon which experience-rated group insurance currently is based and discusses the question of whether or not these principles are sound. Followed by discussion papers submitted by several authors

Description: The purpose of this note is to show how certain formulas of life contingencies can be derived almost painlessly under the uniform distribution of deaths assumption.

Description: The paper discusses the optimal design of dividend - or premium refund - formulas that occur in connection with group insurance contracts. Sample formulas are provided and analyzed from a statistical analysis perspective . Followed by 2 discussion papers submitted

Description: This paper presents a statistical and mathematical method to calculate Stop-Loss Premiums. It also includes a discussion of the paper. From Transactions of Society of Actuaries 1976, Vol. 28.