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Consistent Pricing for Equity-Linked Products
insurances, and equity-linked products. Annuities;Annuity valuation;Discount rates=Interest rates;Equity-indexed ... renewable term=YRT;Universal life;Variable annuities;Mortality risk; 14358 9/18/2008 12:00:00 AM ...- Authors: Xiaodong Sheldon Lin, PATRICE GAILLARDETZ
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Laplace Transform and Barrier Hitting Time Distributions
Equity-indexed annuities [EIA's] are the fastest growing annuity products. An appealing feature of ... This paper shows how to use Gerber and Shiu's approach to compute two defective density functions ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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An Actuarial Analysis of the AIDS Epidemic as it Affects Heterosexuals
commentary here relate only to the AIDS epidemic in the U.S. unless specifically stated otherwise. The principal ... levels that AIDS education could achieve. 4. Mortality varies considerably by marital status. Except ...- Authors: Bradley P Carlin, Michael Cowell, Mark Evans, Stephen Gwin, David Holland, George E Immerwahr, Paul O Kirley, Leslie Lohmann, Harry H Panjer, Peter W Plumley, Arnold N Greenspoon, Krzysztof Ostaszewski, Xiaodong Sheldon Lin, Janina Slawski, Adrian Pinington
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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A Solution of Defective Renewal Equations with Applications to Ruin Theory
distribution in risk theory', and H(u) is a differentiable fimction for u > 0. To solve (1), we introduce ... geometric distribution. Let /~(u) 1-7~(~5) G (~). (2) Then K(u) is the solution of the integral ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Modeling Multivariate Risk - To Copula, or Not To Copula: That is the Question
What is a copula? An k-dimensional copula C (u) with u = (u1, · · · , uk) is a real-valued function defined ... following properties: I C (u) = 0, if at least one of the coordinates is 0; I C (u) = uk , if all other coordinates ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Delta Boosting Machine with Application to General Insurance
Copyright © 2017 Society of Actuaries TABLE OF CONTENTS Abstract ........................ ... available in boosting algorithms. For reference, Table 1 shows a sample of commonly used base learners ...- Authors: Chun King Lee, Xiaodong Sheldon Lin
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)