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Models for the Distribution of Aggregate Claims in Risk Theory
statistical literature. i. INTRODUCTION One of the primary goals of any insurance risk endeavor is to arrive ... This property is thus desirable, and one of the primary tools used to verify this property is the theory ...- 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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On the Time Value of Ruin
clarified the situation with what he called the direct Riemann integrability condition. The condition ... Ig)*g](u) + [t - q/(0)] eP u I(x > u) (9.47) holds. A direct verification of (9.47) seems difficult. However ...- 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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Practical Applications of the Ruin Function
Practical Applications of the Ruin Function This paper is intended to acquaint actuaries with ... give a proof of formula (2) which is perhaps more direct than the proof given in [3]. (Cf. [2], p. 272; ...- 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