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IntraCompany Capital Allocation Papers
part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment,’ are the result of a Call ... Papers sponsored by the SOA Committee on Finance Research [CFR] on the topic of IntraCompany Capital ...- Authors: Harry H Panjer, Anthony J Zeppetella
- Date: Sep 2002
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Principles of Actuarial Science
Principles of Actuarial Science This statement is an expression of opinion by the Committee on Actuarial ... Actuarial Principles regarding the identification of actuarial principles to be considered for adoption by ...- Authors: Robert P Clancy, Arnold Dicke, Warren Luckner, Robert A Miller, Harry H Panjer, Donald M Peterson, BRADLEY WAYNE BERGQUIST, Charles Barry H. Watson
- Date: Oct 1992
- Competency: Professional Values>Practice expertise
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Best practices
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Analysis of the Deficit Risk in Group Insurance
Analysis of the Deficit Risk in Group Insurance This paper analyzed the deficit risk that an insurer ... arrangement. In this paper, a method for quantifying the deficit risk and determining explicitly an appropriate ...- Authors: John A Mereu, Harry H Panjer
- Date: Oct 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance
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Models for the Distribution of Aggregate Claims in Risk Theory
for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate ... aggregate claims of an insurer. The general form of the distribution is considered initially, and, after ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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AIDS: Some Aspects of Modeling the Insurance Risk
AIDS: Some Aspects of Modeling the Insurance Risk This paper is an attempt to examine transmission and ... are used to estimate the risk of HIV+ exposure of an individual company and the resulting reserve needs ...- Authors: Fung-Yee F Chan, Michael Cowell, Harry H Panjer
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
Practical Considerations in Connection with the Calculation of Stop-Loss Premiums This paper presents a ... also includes a discussion of the paper. From Transactions of Society of Actuaries 1976, Vol. 28. Premiums;Stop-loss ...- 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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An Actuarial Analysis of the AIDS Epidemic as it Affects Heterosexuals
Analysis of the AIDS Epidemic as it Affects Heterosexuals This paper reviews the current state of the AIDS ... and the impact on non-drug-using heterosexuals. This paper shows that for most heterosexuals, the risk ...- Authors: Bradley P Carlin, Michael Cowell, Mark Evans, Stephen Gwin, David Holland, George E Immerwahr, Paul O Kirley, Leslie Lohmann, Harry H Panjer, Peter W Plumley, Arnold N Greenspoon, Krzysztof Ostaszewski, Xiaodong Sheldon Lin, Janina Slawski, Adrian Pinington
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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Axiomatic Characterization of Insurance Prices
Axiomatic Characterization of Insurance Prices In this paper, the authors take an axiomatic approach ... describe the behavior of market insurance prices. From these axioms it follows that the price of an insurance ...- Authors: Harry H Panjer, Virginia Ruth Young, Shaun Wang
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Modeling & Statistical Methods
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AIDS: Survival Analysis of Persons Testing HIV+
Analysis of Persons Testing HIV+ The purpose of this paper is to provide a survival analysis of persons ... persons in the various stages of HIV infection typically leading to AIDS and ultimately death. From Transactions ...- Authors: Beda Chan, Mark Evans, Harry H Panjer, Elias Shiu, J. C. Smith
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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The Aggregate Claims Distribution and Stop-Loss Reinsurance
The Aggregate Claims Distribution and Stop-Loss Reinsurance This paper presents the recursive definition ... definition of the aggregate claims distribution which does not require the usual computation of the convolutions ...- Authors: Harry H Panjer
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Reinsurance>Stop-loss insurance