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  • Some Moment Inequalities and Their Applications
    unnecessarily complicated; now we see that this is a direct consequence of (7). Furthermore, we gather from ... for an unusual though constant interest rate are direct and simple to calculate. However, when the inequalities ...

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    • Authors: Hans U Gerber
    • Date: Oct 1986
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods
  • On the Time Value of Ruin
    clarified the situation with what he called the direct Riemann integrability condition. The condition ... Ig)*g](u) + [t - q/(0)] eP u I(x > u) (9.47) holds. A direct verification of (9.47) seems difficult. However ...

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    • 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