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Modeling Mortality Risk from Exposure to a Potential Future Extreme Event and Its Impact on Life Insurance
northwestern Turkey at 3:02 local time on August 17, 1999, and lasted for 45 seconds (Sansal, 2003). ... or ( ) ( ) ( )[ ]ξξξτ −−+=+ tHtxstxs exp,;* . (17) Similarly, , the number of people surviving age ...- Authors: Samuel Cox, Yungui Hu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Life Insurance
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Recent Mortality Experience Described by Gompertz's and Makeham's Laws - Including a Generalization
Recent ... Gary/Hammond 70,80 43.9 .17 .0333 1.079 Portland, Maine none 41.1 .17 .0345 1.083 Bakersfield, ... were not "close" to predicted rates, 266 -17- 6. An Extension to Makeham's Law The curv&ture ...- Authors: William H Wetterstrand
- Date: Sep 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
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Annuity Valuation with Dependent Mortality
> b. In this case, we have/~*= 1 and Prob(2 ~ = 17 I T t>0,T2>0) = 1 -Hl (b , b) . (5.2) Combining ... Journal of the American Statistical Association 87, 17-24. Jagger, C. and Sutton, C.J., 1991, Death after ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Theory of Stochastic Mortality and Interest Rates
Theory of Stochastic Mortality and Interest Rates Statistical properties of interest, annuity and insurance ... e. P(r) 1.. >,JJ[+rl- I..J w~ where 139 - 17 - and ~ 1 and ~ 2 are the reciprocals of the roots ...- 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
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Recurrence Relations in Life Contingencies
Recurrence Relations in Life Contingencies Recurrence relations arise naturally in life contingencies ... have ¯A x 1 :n = E ( exp{−δT(x)}I{T(x)<n} ) . (17) Hence, for n ≥ 1, we have ¯A x 1 :n = ¯A x 1 ...- Authors: Nariankadu Shyamalkumar
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics