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Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical ... based upon information theory, for adjusting mortality tables to obtain exactly some known individual ...- Authors: Samuel Cox, Allan C Weaver, Patrick L Brockett
- Date: Oct 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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Adjusting Life Tables to Incorporate Pertinent Personal Profile Information
fashion for the purpose of modifying an existing mortality table to reflect the collected underwriting information ... Health risks;Risk adjustment;Risk modeling;Mortality risk; 28368 1/1/1983 12:00:00 AM ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Life Insurance>Underwriting - Life Insurance
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Abstracts
Seal, is repr in ted f rom The Actuary . Th is i s fo l lowed by f lve le t te rs respond ing to ... le . The der ivat ion of exposure fo rmulas i s d i scussed . Two o f the le t te rs d i scuss ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Optimal Ruin Calculations Using Partial Stochastic Information
at time t is defined to be U(t) = u + ct - S(t), t>-O. Here U(0) = u is the initial surplus, c is ... fund in dollars per year, and S is the stochastic claims process: S(t) = X l + . . . + Xu(o, where ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data
Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data This paper ... Transactions of Society of Actuaries 1995, Vol. 47. Mortality modeling;Data quality; 2764 10/1/1995 12:00:00 ...- Authors: Samuel Cox, Patrick L Brockett, Yun Song, Boaz Golany, Fred Y Phillips
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
present one way to allow for lack of information. Let S(t) denote the aggregate losses paid during the interval ... t]. The loss ratio on the set- tlement date T is S(T)/Q where Q is an estimate of the premiums written ...- Authors: Samuel Cox, Patrick L Brockett, James Smith
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance