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  • Theory of Stochastic Mortality and Interest Rates
    Theory of Stochastic Mortality and Interest Rates Statistical properties of interest, annuity ... functions. Explicit knowledge of the mgf will allow direct evaluation of such moments. Such moments are ...

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    • Authors: Harry H Panjer, UNKNOWN David Bellhouse
    • Date: Aug 1978
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Actuarial Research Clearing House
    • Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • A Multirisk Stochastic Process
    " TSA, XXVII (1975), 267. 9. CARLSON, D. L. "Direct Calculation of Contingency Margins for Gross Premiums ... dent of each other for t ~ s. This model is a direct generalization of the model of Beekman and Fuelling ...

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    • Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
    • Date: Oct 1978
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods>Stochastic models