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  • A New Collective Risk Model
    A New ... (16) One obtains easily E{D*(t) I = f ( t ) , (17) Var {D*(t)} -- Vat {D(t)} = Var {R(t)l . (18) ... < ~, 2. The Doob-Kac process (see refs. [10], [17]): u(t) = t, v(t) = l - t , o < t < 1 . 3.

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    • Authors: John A Beekman, Ethan Stroh, Richard W Ziock
    • Date: Oct 1973
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
  • Digest of Discussion at Concurrent Sessions
    Digest of Discussion at Concurrent Sessions The following topics were discussed at concurrent ... made. For example, if the increase in reserve (line 17 of the income account) were replaced by an increase ...

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    • Authors: Society of Actuaries, Daniel M Arnold, Thomas P Bowles, Paul A Campbell, David R Carpenter, Daniel Case, Gary Corbett, J Dickson Crawford, Kiran Desai, Ralph E Edwards, Abraham Hazelcorn, Charles C Hewitt, Donald A Jones, Wilfred A Kraegel, Meno T Lake, J Alan Lauer, James Lee Lewis, Walter B Lowrie, John Mahder, J Clunas McKibbon, H Morris, Robert J Myers, Stewart G Nagler, Carl R Ohman, Franklin D Pendleton, Anna M Rappaport, Stuart A Robertson, D'Alton S Bill Rudd, Walter Rugland, Douglas O Sanders, Jesse M Schwartz, Frederic Seltzer, Barry L Shemin, Walter W Steffen, Frederick S Townsend, Howard Young, John E Hanson, RICHARD L MAURER, Charles Barry H. Watson, Charles L. Trowbridge, Richard W Ziock, Dale R Gustafson, John C Fraser, Wendell Milliman, Eugene F Porter, Schuyler W Tompson
    • Date: Jun 1970
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Transactions of the SOA
    • Topics: Actuarial Profession; Economics>Financial economics; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension legislation and regulation