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COUNTERPART EXPOSURE FORMULAS UNDER THE BALDUCCI AND UNIFORM DEATHS ASSUMPTIONS
EXPOSURE FORMULAS UNDER THE BALDUCCI AND UNIFORM DEATHS ASSUMPTIONS In this paper the author proposes ... derive exposure formulas of the valuation-schedule type on the basis of the Balducci assumption. In addition ...- Authors: H J Boom
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Recent Developments in Modern Computer Languages
37 38 PANEL NOTE FROM THE EDITORS: We have added a number of footnotes containing explanatory ... occurred to one of the panelists, Brian Fortier, while he was reading the transcript of the discussion.- Authors: H J Boom, Albert K Christians, Brian J Fortier
- Date: Jan 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Technology & Applications>Computer science
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Actuarial Research Clearing House (ARCH) 1982 Vol. 1 - Editors' Comments
Actuarial Research Clearing House (ARCH) ... summary of the 16th Actuarial Research Conference sponsored by the Committee on Research of the Society ... Society of Actuaries. 17640 1/1/1982 12:00:00 AM ...- Authors: H J Boom, Fung-Yee F Chan
- Date: Jan 1982
- Publication Name: Actuarial Research Clearing House