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Cause-of-Death Life Tables: Application of A New Technique to Worldwide Data
population of the life table. This can introduce a systematic bias into life table calculations. ... iterative life table techniques to 165 populations which encompass over a century's experience and ...- Authors: Hans U Gerber, Cecil J Nesbitt, Robert Schoen, Sam Preston, Thomas N E Greville, Application Administrator
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
THE CALCULAT ION OF STOP-LOSS PREMIUMS* HANS U. GERBER AND DONALD A. JONES ABSTRACT For the evaluation ... that assigns a premium, say P, to any risk, say S. Mathematically, a risk is a random variable, given ...- Authors: Hans U Gerber, Donald A Jones, Harry H Panjer, Application Administrator
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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On the Time Value of Ruin
HOUSE 1997 VOL. 1 On the Time Value of Ruin Hans U. Gerber Ecole des hautes 6tudes commerciales Universit6 ... in Chapter 12 of Actuarial Mathematics [4]. Thus u _> 0 is the insurer's initial surplus. The premiums ...- 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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On Some Actuarial Inequalities - Actuarial Note
an immediate life annuity of 1 payable at age x is less than the value of an annuity-certain payable for ... courts). It should also be noted that, given a mortality table, any inequality shown (unless otherwise indicated) ...- Authors: Hans U Gerber, Donald A Jones, Harry M Sarason, John A Schutz, Arnold Shapiro, Gary E Olson
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Dividend Formulas in Group Insurance
FORMULAS IN GROUP INSURANCE D()NALD A. JONES AND HANS U. GERBER* ABSTRACT The paper discusses the optimal ... common dividend formula is of the form D -- (kP - S)+, guaranteeing dividends equal to the excess * ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, John A Mereu
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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A Probabilistic Model for Life Contingencies and a Delta-Free Approach to Contingency Reserves
DELTA-FREE APPROACH TO CONTINGENCY RESERVES HANS U. GERBER ABSTRACT The first part of the paper is ... . . . and a sequence of random vectors So, $1, S , , . . . (say k-dimensional vectors) such that X ...- Authors: Gottfried O Berger, Hans U Gerber, Harry H Panjer
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development; Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance
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On Optimal Dividends: From Reflection to Refraction
Dividends: From Reflection to Refraction Hans U. Gerber Ecole des hautes études commerciales Université ... coefficient C(b) being independent of x, and r and s being the roots of the characteristic equation ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Some Moment Inequalities and Their Applications
MOMENT INEQUALIT IES AND THEIR APPLICATIONS HANS U. GERBER ABSTRACT This paper shows how some moment ... proof. Let 0 < s < t. Then by Jensen's inequality E(X s) = EI(X,) s/,] < [E(X')] s/', which shows ...- Authors: Hans U Gerber
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Risk Theory with the Gamma Process
with the Gamma Process By Fran(;ois Dufresne, Hans U. Gerber and Elias S.W. Shiu Lava/University, University ... function Q(x) defines an aggregate claims process {S(t)} I ~ o in the following way. For each x > 0, ...- 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
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Credibility Formulas of the Updating Type
OF THE UPDATING TYPE* DONALD A. JONES AND HANS U. GERBER ABSTRACT A credibility formula is said ... Brownian motion in physics. I. INTRODUCTION L S I, S '2, S s, . . . be a sequence of random variables, for ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, PAUL ROBERT MILLER, Myron Henry Margolin
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Bayesian methods