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Net Premiums in Stochastic Life Contingencies
in stochastic contingencies the actuary must use care in selecting random variables to be used in calculating ... then Pp _> P~. The proof of corollary 1 is a direct result of proposition 1 and some standard results ...- Authors: Edward Frees
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance
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Stochastic Life Contingencies with Solvency Considerations
tech- niques. In the development, Section 4 is a direct extension of Section 3 to the case of several ... literature from an ac- tuarial perspective. The primary innovation of this paper is that the liabilities ...- Authors: Daniel Dufresne, Edward Frees, Elias Shiu
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies; Financial Reporting & Accounting