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A Stochastic Model for CCRCs
1//z84, from Little's Result [see Kleinrock (1973, p.17)] the hmg-r,m ext,ect{M number of permanent transfers ... (0 ] = h(0 + h(t - ~)am(~). From (1) and (3), (17) becomes i' h(t) = #12 -- /q2e-(" '2+u2)0-=)e- ...- Authors: Bruce Jones
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management
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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
< 1, then ctf ,2 tends to a constant as t f →∞. 17 Proof. See Appendix D. Our estimated GARCH(1 ... tf2 )− G(Q)1 (xf2 , tf2 )G(Q)2 (xf1 , tf1 ) . (17) It is clear that u(G1,G2)(xf1 , t f 1 ) and u ...- Authors: Kenneth Zhou, Siu-Hang Li
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management