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Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law
Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law This is a simplified ... simplified approach to calculating the variance of the whole life random variable in certain, very common ...- Authors: John A Mereu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Whole life
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The M-Linear Hypothesis and Varying Insurance
The M-Linear Hypothesis and Varying Insurance Because mortality tables are generally tabulated at yearly ... functions. This paper examines the effect on insurance and annuity formulas of assuming Mx+t to be linear ...- Authors: John A Mereu
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality
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Variance of Loss Functions for Term, Pure Endowments and Regular Endowments
Variance of Loss Functions for Term, Pure Endowments and Regular Endowments This paper demonstrates ... that the variance of the loss function for n-year term is greater than the sum of the variances of the ...- Authors: John A Mereu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Term life
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Aggregate Claims Distributions for Two Correlated Benefits
when the available information included a claims probability distribution for each benefit and the correlation ... correlation coefficient between the benefits. From Actuarial Research Clearing House 1991, VOL. 1 ...- Authors: John A Mereu
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance