1
-
10
of
38
results (0.23 seconds)
Sort By:
-
AIDS and the Calculation of Life Insurance Functions
AIDS and the Calculation of Life Insurance Functions In this paper, the calculation of life insurance functions taking an HIV+ life into consideration is examined. From Transactions of Society of ...- Authors: Colin M Ramsay, Eric Seah, Elias Shiu, J. C. Smith
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance
-
Abstracts
Abstracts Abstracts of various papers published in ARCH 1983 Vol. 1 Analytics and informatics; 17659 1/1/1983 12:00:00 AM ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Leveraging Up Return on Equity by Issuing Subordinated Indebtedness
Leveraging Up Return on Equity by Issuing Subordinated Indebtedness This paper presents a formula for calculating the expected rate of return on shareholders' equity when an insurance ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
-
Pricing Perpetual Fund Protection With Withdrawal Option
Pricing Perpetual Fund Protection With Withdrawal Option Equity-indexed annuities [EIAs] can be viewed as mutual funds wrapped around with various guarantees. A recent paper derived a closed form ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models
-
Annuities with Negative Payment Frequency
Annuities with Negative Payment Frequency This paper is a proof of a conjecture that appeared in a letter to the Editor of The Actuary. From the Actuarial Research Clearing House 1991 Vol.- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Technology & Applications>Analytics and informatics
-
Total Return, Duration and Convexity
Total Return, Duration and Convexity In writing this note on the relationship between total return, duration and convexity, it was author's intent to produce a better understanding of ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
-
Actuarial Research Clearing House 1998 VOL. 2 A Joint-Life and Reserve Problem
Actuarial Research Clearing House 1998 VOL. 2 A Joint-Life and Reserve Problem The following problem is from the 1968 Society of Actuaries Part 4 Examination on Life Contingencies. It is an ...- Authors: Elias Shiu, Khang-Yee Lim
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance
-
Derivatives of Decreasing Life Annuity
Derivatives of Decreasing Life Annuity A short note on derivatives of decreasing life annuities that was motivated by Exercise 5.35 on page 156 of 'Actuarial Mathematics'.- Authors: Elias Shiu
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option Pricing
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option Pricing Actuaries measure, model, and manage risks. Risk associated with the investment ...- Authors: Hans U Gerber, Elias Shiu
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
-
The Time Value of Ruin in a Sparre Andersen Model: Ruin Theory by Divided Differences
The Time Value of Ruin in a Sparre Andersen Model: Ruin Theory by Divided Differences This paper discusses the time value of ruin in a Sparre Anderson Model and presents multiple equations, ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods