1
-
6
of
6
results (0.89 seconds)
Sort By:
-
Some Remarks in Statistical Independence and Fractional Age Assumptions
1. In t roduct ion Consider a general status (u) and its future Lifetime random variable T. Let tP~ ... and the fractional portion of T be S = T - [T], i.e. T = K + S. Assumptions with respect to the joint ...- Authors: Gordon E Willmot
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Longevity; Finance & Investments>Risk measurement - Finance & Investments
-
A Queueing Theoretic Approach to the Analysis of the Claims Payment Process
A Queueing ... research. GORDON E. WILLMOT Depar tment of S ta t i s t i cs and Actuar ia l Sc ience Un ivers ... This paper will appear in TSA 42, 1990. 261 Table o f Contents 1. In t roduct ion 1.1 The ...- Authors: Gordon E Willmot
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Claims - Life Insurance
-
Martingales and Ruin Probability
and then use it to give a short proof of Lundb(ng s inequality. Theorem 1.1. Let X = (X,,)n~r be a sub-martingale ... E(X~ +) < E(iXN]). (1) A.P( ,nax X,, > A) < E(XN : u<,<N o _ < , , < N - - - - _ _ - - - - - - ...- Authors: Gordon E Willmot, Hailiang Yang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
A Solution of Defective Renewal Equations with Applications to Ruin Theory
distribution in risk theory', and H(u) is a differentiable fimction for u > 0. To solve (1), we introduce ... geometric distribution. Let /~(u) 1-7~(~5) G (~). (2) Then K(u) is the solution of the integral ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Non-exponential Bounds on the Tails of Compound Distributions
Pr (X=n)=p~, n = 0 ,1 ,2 , . . . . (1) Let S = X 1 + X 2 -1- . . . + X N (2) We are interested ... in estimating the tail probability (~,(x) = Pr (S > x), x > O, 3) which has applications in many ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
Lundberg Bounds on the Tails of Compound Distributions
Man~m~mt - The LeOe mecae~l~ ~ri)d~ote ~lCho~ e! I~u~i)r, ess &C~h~tl~tf~|OIh The M.W, L~k~d Cee¢~ k~r ... before March 23rd. Hope to see you in Israel S incere ly yours, YEHUDA KAHANE, Ph.D. Associate ...- Authors: Gordon E Willmot, XIAODONG LIN
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods