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  • Credibility Formulas of the Updating Type
    E[S,] = •, (16) Cov[&,Si]= V~+W~ i f i= j (17) = Wi If i < .I , fo r j= i , i - k l , . . ... want to show the validity of formulas (16) and (17). Comparing equations (7) and (8), we see that E[S ...

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    • 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
  • On Some Actuarial Inequalities - Actuarial Note
    state that A~:- 1 > .qv (r'-r*+"-"t'+")m'-z'+") . (17) This is the continuous analogue of inequality ... exponents in both (9) and (17) give the ON SOME ACTUARIAL INEQUALITIES 17 "average time until claim ...

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    • 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
  • Experience-Rating Group Life Insurance
    Experience-Rating Group ... $1.50 1.11 0 .82 0.61 0 .~ 0 .33 0 .24 0 .17 0 .12 0 .~ 0 .~ 0 .~ 0 .03 0 .02 0.01 0.01 ... , . 9 . . 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 25.. 30.. 35.. 40. 45. 50.

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    • Authors: John C Angle, William A Bailey, Application Administrator, Theodore W Garrison, Hans U Gerber, Donald A Jones, Edward J Porto, William J Schreiner, Myron Henry Margolin, James E Jeffrey
    • Date: Oct 1974
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
  • Cause-of-Death Life Tables: Application of A New Technique to Worldwide Data
    Cause-of-Death ... d(i) (i) . . . . -- r f tl~+,u~+tdt nM(i) -= o (17) n ,,L. -- r . f tl.+tdt 0 Let us now define ... +,dt .A~ = o (19) n f l.+,dt o Equation (17) can then be written as d(i) d(i) (1) d( i ) (i) ...

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    • 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
  • An Algorithm for Computing Expected Stop-Loss Claims under a Group Life Contract
    An Algorithm for Computing ... the stop-loss level, we get 2- /L u = - - (17) l - f " EXPECTED STOP-LOSS CLAIM We can now ... 6, 7. 8. 9. 10 11 12 13 14 15 16 17 18 19 20 318 ALGORITHM FOR COMPUTING EXPECTED ...

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    • Authors: William A Bailey, Hans U Gerber, L Giles, Richard S Hester, Donald A Jones, John A Mereu, Gerald J Rankin, Courtland C Smith, William J Taylor
    • Date: Oct 1972
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Forecasting
  • Dividend Formulas in Group Insurance
    Dividend Formulas in Group Insurance The paper discusses the optimal design of dividend - or premium ... year k is D~k = Mk- Mk-1, k = 1, 2 . . . . . (17) 4.4. Application In the special case where the ...

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    • 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