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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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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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On a Formula of Nesbitt
On a Formula of Nesbitt This is a study on the Nesbitt formula and the variants to this formula. Contingencies; ... x+h:nh|)] = µx+h A x+h:nh| – 1 a x+h:nh| , (17) respectively. Formula (16) can be found in [Va] ...- Authors: Elias Shiu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Professional development; Finance & Investments>Risk measurement - Finance & Investments
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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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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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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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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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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