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  • Simulation of the Ruin Potential of Non-Life Insurance Companies
    variance of the distribution is infinite. Thus the direct Monte Carlo calculation of v(10,20) is impossible ... however, are in order for the unwary. You must be care- ful, as Dr. Seal was, to perform enough trials ...

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    • Authors: John A Beekman, Hilary L Seal
    • Date: Nov 1969
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods
  • A Multirisk Stochastic Process
    " TSA, XXVII (1975), 267. 9. CARLSON, D. L. "Direct Calculation of Contingency Margins for Gross Premiums ... dent of each other for t ~ s. This model is a direct generalization of the model of Beekman and Fuelling ...

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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