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  • Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
    jd. Obviously, X = dNt + 2dN2 + 3dNs + . . . . (17) Also, it is well known that Ni has a Poisson distribution ... 8. . 9. . 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. P( F l, a)/ P( F, a) d~2 d-~ ...

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    • 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
  • AIDS: Survival Analysis of Persons Testing HIV+
    6 45 9 15 14 10 5 53 2 4 14 4 0* 24 18 30 51 17 15 131 C) Percentage of Patients Observed Whose ... Observation Period 3-6 months 10% 11% 14% 0% 67% 17% 6-12 months 43% 56% 39% 10% 67% 37% 12-24 months ...

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    • 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
  • AIDS: Some Aspects of Modeling the Insurance Risk
    detail. In comprehensive survey papers, /sham [17] and Anderson [1] discuss mathematical models of ... for convenience. Following the notation of Isham [17], we let a fixed population (or subpopulation) of ...

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    • 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
  • Axiomatic Characterization of Insurance Prices
    for Y should be greater than the price for X. 17 Besides the concept of monotonicity, another ... transforms, Insurance: Mathematics and Economics, 17, 43-54. Wang, S. (1996a). Premium calculation by ...

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    • 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
  • U.S. General Population Projected AIDS Mortality Rates
    Calendar I A.ained Age in 1986 Ytar 13 ~4 1~ ~6 17 18 19 20 21 T ~ " 23 24 25 2~ 27 28 29 L 30 1986 ... 15 . . . . . . . . . . 16 . . . . . . . . . . 17 . . . . . . . . . . 18 . . . . . . . . . . 19 ...

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    • Authors: Application Administrator, Daniel Case, Michael Cowell, John B Dinius, Walter H Hoskins, Donald B Maier, Richard W Mathes, Harry H Panjer, Thomas W Reese, Paul J Sulek, Harry A Woodman, Michael L Zurcher
    • Date: Oct 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Experience Studies & Data>Mortality
  • A Probabilistic Model for Life Contingencies and a Delta-Free Approach to Contingency Reserves
    A Probabilistic ... t'. Since E[Lv] = 0, Coy (L,, Lv) = E[L,L,,I. (17) Because of the iterative rule, this is E[E[LtLv ... 0.0 77.55 70.22 63.10 57.75 54.21 51 64 50 17 49 22 48 65 48 63 49 43 50 22 50 97 51 82 ...

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    • 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
  • An Analysis of Loss Reserves in Canada
    An Analysis of Loss Reserves in Canada This paper investigates the accuracy of loss reserves by comparing ... in this paper come from the annual statements of 17-1 property and casualty insurers in Canada. The ...

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    • Authors: Robert Brown, Harry H Panjer
    • Date: Jan 1991
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Health & Disability>Health insurance
  • A Multirisk Stochastic Process
    410941 0.029626 CPU time, 468.9470 seconds TABLE 17 R = 0.0400; ~i = 0.03922071; T = 10 ~r/M" A ... Smaller values of /~ can be handled with the tables in [17[. The tables in [6] give probabilities of not exceeding ...

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    • Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
    • Date: Oct 1978
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods>Stochastic models
  • A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA
    A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA This article provides an an alternate, ... Deaths due to other causes are treated as -43- 17. withdrawals with respect to that cause of death ...

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    • Authors: Harry H Panjer
    • Date: Jan 1979
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • 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 assumes ... a(x) = Pr {CC, < x} = Pr {kC,+ (1 - -k)E < x} (17) = Vr{Ct<E+ (x--E)/k} = F(E + (x - E) /k ) .

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    • 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