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Recursive Formulas for Compound Difference Distributions
recently in much actuarial literature ([2]; [5]; [17]; [20]; [211; [22]; [24]). It presents a general ... formulas that have appeared recently in ([2]; [5]; [17]; [20]; [21], [22]; and [24]) can also be derived ...- 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
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Minimum-Rz Moving-Weighted-Average Formulas
calculation, see Lemma 2 of [5], or page 25 of [17]. We shall show that the matrix Q = p(pr (KK~-~P)-ipr ... of end values can be found in [11], [12], [13], [17] and [18]. 4. If the asymmetric minimum-Rz formulas ...- Authors: Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Models for the Distribution of Aggregate Claims in Risk Theory
n = 1, 2, (14) becomes E{X(t)} = E{N(t)IE{ Y} (17) and E{X(t) 2} = E{N(t)'2'}[E{ Y}]" + E{N(t)}E{ ... density function (p.d.f.) is O(s) = ix/(it + s). (17) Thus, using (2.13) and (12) for the binomial-exponential ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Option Pricing Without Tears: Valuing Equity-Linked Death Benefits
Option Pricing Without Tears: Valuing Equity-Linked Death Benefits This presentation shows that, if ... 14 Slide Number 15 Slide Number 16 Slide Number 17 Slide Number 18 Slide Number 19 Slide Number 20 ...- Authors: Elias Shiu, Hans U Gerber, Hailiang Yang
- Date: Feb 2014
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Multidimensional Whittaker-Henderson Graduation
Multidimensional ... Plane 1: 2 2 13 17 11 15 Plane 2: 1 1 2 3 1 2 2 2 2 19 23 29 17 21 27 1 1 1 5 7 11 ... array (vector) with thirty elements: 22222 13 17 192329 11 15 1721 27 1 1 1 1 1 23 57 11 1 246 ...- Authors: Gerald Lee Giesecke, Frank E Knorr, Jeffrey L Kunkel, Steven F McKay, Elias Shiu, William J Taylor
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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On the Time Value of Ruin
under a variety of hypotheses. Finally, Feller [17, p. 362] clarified the situation with what he called ... Laplace Transforms (Spiegel [37, p. 6, Theorem 1-17]), The theorem states that, for a sufficiently ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Risk Theory with the Gamma Process
Risk Theory with the Gamma Process In ... 000005 [___o __1 . . . . . . . . 0.01 16 17 18 19 20 0 .000052 0 .000029 0 .000016 0 ... u 6 7 8 9 I0 11 12 13 14 15 16 17 18 19 20 0. i 0 .9091 0 .7395 0 .6184 ...- Authors: Hans U Gerber, Elias Shiu, Francois Dufresne
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Practical Applications of the Ruin Function
Practical Applications ... [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] EXHIB IT I v ... the Stop-Loss Net Premium," TSA, XXI (1969), 211-17. 16. BOHLMANN, H. Mathematical Methods in Risk ...- Authors: John A Beekman, George E Reckin, Elias Shiu, John Snyder, Daniel J Schwark
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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Evaluation of Ruin Probabilities
Evaluation of Ruin Probabilities This research paper presents two series formulas for the probability of eventual ... 1+Oi.oJ" (3.9) (3.1o) U>0. (3.11) - - 17 - - To simplify writing, put G = g(E-1). Formula ...- Authors: Elias Shiu
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
Information Theoretic ... 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 31 ... is described in more detail in Brockett and Cox [17]. We provide two numerical examples that illustrate ...- 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