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A Guide to Quantifying C-3 Risk
was brought out in a recent study we did. Great care had been taken in setting the initial rates, the ... of loss of asset value must be considered in direct connection with the C-3 interest rate risk. Accordingly ...- Authors: John A Mereu
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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An Algorithm for Computing Expected Stop-Loss Claims under a Group Life Contract
encouraging because presumably one of the actuary's primary professional functions is the evaluation of risk ... probability theory and computer science to pro- duce a direct method for calculating stop-loss premiums for group ...- Authors: William A Bailey, Hans U Gerber, L Giles, Richard S Hester, Donald A Jones, John A Mereu, Gerald J Rankin, Courtland C Smith, William J Taylor
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Forecasting
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Annuity Values Directly from the Makeham Constants
feasible by means of commutation func- tions than by direct computation from the Makeham constants. Also, ... advanced ages, and this creates another difficulty for direct calculation of annuity values. Despite these ...- Authors: Mohamed F Amer, William H Burling, E Ward Emery, Donald A Jones, Donald B Maier, John A Mereu, Cecil J Nesbitt, Frank A Weck, A M Niessen, Thomas N E Greville
- Date: Jun 1962
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Annuities>Payout annuities; Annuities>Pricing - Annuities
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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 ...- 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
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The Mathematical Forces Operating on Reserves
The Mathematical Forces Operating on Reserves The insurance reserve for an individual contract can ... PAPER MOHAMED F. AMER: Equations (x.1) t take care of the effect of interest and mortality but do ...- Authors: Mohamed F Amer, John A Mereu, Cecil J Nesbitt, Courtland C Smith, Robert E Beard
- Date: Oct 1963
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods
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Dividend Formulas in Group Insurance
Dividend Formulas in Group Insurance The paper discusses the optimal design of dividend - or premium ... "Uncertainty and the WeIfare Economics of Medical Care," American Economic Review, LIII (1963), 941-73 ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, John A Mereu
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Analysis of the Deficit Risk in Group Insurance
Analysis of the Deficit Risk in Group Insurance This paper analyzed the deficit risk that an ... first of these three elements. My paper takes great care to explain the potential problems in estimating ...- 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