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A Probabilistic Model for Life Contingencies and a Delta-Free Approach to Contingency Reserves
MODEL FOR CONTINGENCIES 137 3. CARLSON, D. L. "Direct Calculation of Contingency Margins for Gross Premiums ... would create a severe administrative burden to the direct insureruthink of the "exponential" size of tb~ ...- 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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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 ...- Authors: Hans U Gerber
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods