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Measurement of Equity
maximized for b = (12,0,0,1,2) Subadditivity. A direct consequence of the convexity of g is that, given ... charges according to b '= (2,2,2,4,4,4). A direct calculation shows that Uo (a,b) = .368, while Uo ...- Authors: S. Promislow
- Date: Oct 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management
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A New Approach to the Theory of Interest
should assign the same "size" to each transaction. Direct calculations show that R is faster than S, and ... 2 are verified immediately, while Axiom 3 is a direct consequence of Theorem 1. Let Y be the set of ...- Authors: S. Promislow
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Select and Ultimate Models in Multiple Decrement History
Select and Ultimate Models in Multiple Decrement History Usual treatments of multiple-decrement ... [1], except that, as in Section 2, we will take care to distinguish all quantities by the entry age, ...- Authors: S. Promislow, Elias Shiu
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies
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Extensions of Lidstone's Theorem
Extensions of Lidstone's Theorem This paper deals with the problem of determining the effect ... value of E given by (B.21). Of course, without direct knowledge of E, we can still infer that it must ...- Authors: S. Promislow
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Reserves - Life Insurance