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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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Cash-Flow Matching and Linear Programming Duality
Chapter 6], [10], [11, Chapter 7], [13], [15], [16], [17], [18], [19], [21], [22], [23], and [24]. II. DUALITY ... Pollack. Homewood, I11.: Dow Jones-Irwin, 1987, 704-17. 4. EHRrtAROT, M.C. "A New Linear Programming Approach ...- Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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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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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