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Divided Differences by Contour Integration
result generalizes Example 5.2 on page 106 of [5] . 17 An elegant application of formula (2) arises ... Divided differences and determinants, ARCH, 1981.2, 17. 4. F.B. Hildebrand, Int~oduct~on to Nume~~cal ...- Authors: Elias Shiu
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods
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Percentile Of A Deferred Insurance
Percentile Of A Deferred Insurance We present a method to calculate the percentile of the distribution of the present value of the death benefit ... TSA, XXXIV (1982), 571-590; Discussion 591-600. -17- -18- ...- Authors: Elias Shiu, Ernest R Vogt
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance
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Life Insurance Transformations
Life Insurance Transformations This paper develops ... 3 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 29 ... 3 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 29 ...- Authors: Douglas A Eckley, Eric Seah, Elias Shiu
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance
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Algorithms for Cash-Flow Matching
immunization and its generalizations are [1], [7], [16], [17], [22], [23] and [24]. Discussions on and applications ... TSA XXXVII (1985): 241- 57; Discussion 259-302. 17. MORRISON, G.M. "Immunized and Dedicated Bond Portfolios ...- Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Multivariate Immunization Theory
shifts was noted by Ingersoll, Skelton and Weil [17], Fong and Vasicek [12], and Shiu [31]. The importance ... Management. Homewood, Ill.: Dow Jones- Irwin, 1990. 17. INGERSOLL, J., SKELTON, J., AND WEIL, R. "Duration ...- Authors: Robert Reitano, Elias Shiu
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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AIDS: Survival Analysis of Persons Testing HIV+
6 45 9 15 14 10 5 53 2 4 14 4 0* 24 18 30 51 17 15 131 C) Percentage of Patients Observed Whose ... Observation Period 3-6 months 10% 11% 14% 0% 67% 17% 6-12 months 43% 56% 39% 10% 67% 37% 12-24 months ...- Authors: Beda Chan, Mark Evans, Harry H Panjer, Elias Shiu, J. C. Smith
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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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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Arbitrage-Free Pricing of Interest-Rate Contingent Claims
Arbitrage-Free ... eliminated can be proved rnutatis mu- tandis (also see [17], [19], [31, Section 10.B], [47] and [59, Section ... 71me to Motur l ty I 1 I 1 I I I 13 14 1.5 16 17 1~. 19 20 017 Q16 015 014 015 ...- Authors: Elias Shiu, Application Administrator, Hal Warren Pedersen
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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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