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A Comparison: Some Approximations for the Aggregate Claims D
A Comparison: Some Approximations for the Aggregate Claims D This abstract describes a paper that develops a saddlepoint approximation for the aggregate claims distribution and compares with some ...- Authors: Ranee Thiagarajah
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
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An Investigation of Select Birth Cohorts
An Investigation of Select Birth Cohorts The abstract for the paper An Investigation of Select Birth Cohorts. Life expectancy;Longevity; 8538 1/1/2005 12:00:00 AM ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity
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Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds The abstract for paper Mortality Improvement Select Birth Cohorts and Their Effect on Pricing Survivor ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Risk management