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A Ballistic Approach to Actuarial Problems
A Ballistic Approach to Actuarial Problems This paper shows how actuarial pricing based on the mathematical concept of present value can be formulated and solved using Markov chains and an ...- Authors: J. C. Smith, Michael Stramaglia
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Markov Chain
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On Calculating Delta-Ized Reserves - Actuarial Note
On Calculating Delta-Ized Reserves - Actuarial Note The actuarial profession is faced with a problem of determining delta-ized reserves on a basis which will include appropriate provision for ...- Authors: William A Bailey, Cecil J Nesbitt, David G Halmstad
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
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Intervention Effects Among a Collection of Risks
Intervention Effects Among a Collection of Risks This paper describes risk-factor-dependent multiple decrements and actuarial cost functions as a general compartment model, a discrete time and ...- Authors: H Tolley, Kenneth G Manton
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
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On the Probability of Ruin in a Markov-modulated Risk Model
On the Probability of Ruin in a Markov-modulated Risk Model This paper endeavors to obtain the explicit formulas of the probability of ruin in a Markov-modulated model where claim intensities, ...- Authors: Yi Lu, Shuanming Li
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Markov Chain