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Annuity Valuation with Dependent Mortality
> b. In this case, we have/~*= 1 and Prob(2 ~ = 17 I T t>0,T2>0) = 1 -Hl (b , b) . (5.2) Combining ... Journal of the American Statistical Association 87, 17-24. Jagger, C. and Sutton, C.J., 1991, Death after ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions ... random variable Z, we have E[Z l :hvY3] = E(ZIJ2], (17) ProoJ. Omitted. See [2, p. 308]. D We will also ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments