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  • The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities
    The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities The dependent ... therefore p, = 12 E(F(X)G(Y)) - 3; b) and c) are direct results of Theorem 1. THEOREM 3. Let X and Y ...

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    • Authors: Jacques F Carriere, Lai K Chan
    • Date: Oct 1986
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Annuities; Modeling & Statistical Methods
  • Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
    brute force method of random variate generation, direct inversion either of the cumulative distribution ... below. Examining these numbers, it is evident that direct inversion of the cdf using Newton- Raphson's method ...

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    • Authors: Jacques F Carriere, John A Mereu, Gordon E Klein, David Scollnik, Jeffrey S Pai
    • Date: Oct 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods