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Power Series of Annuity Coefficients
Series of Annuity Coefficients This paper uses the power series expansions in relation to the annuity coefficients ... House ARCH 1987 Vol. 1. Deterministic models;Mortality modeling; 326 1/1/1987 12:00:00 AM ...- Authors: Elias Shiu
- Date: Jan 1987
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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REROSHE: The Concept of a Risk-Free Equivalent Return on Shareholders' Equity
REROSHE as ‘that certain return on an investment of u that will generate the same expected value of utility ... of business supported by surplus u.’ Includes discussion and author’s review of discussion. From Transactions ...- Authors: Alastair G Longley-Cook, Elias Shiu, Donald R Sondergeld, Oakley E Van Slyke, Patrick L Brockett
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Capital - Life Insurance
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Book Reviews and Notices
2. 'Life Insurance Mathematics' by Hans U. Gerber, 3. 'A History of Probability and Statistics ... Anders Hald, 4. 'Medical Risks: Trends in Mortality by Age and Time Elapsed' by Edward A. Lew ...- Authors: William H Aitken, John A Beekman, Samuel Cox, William B Frye, Stuart Klugman, Robert J Myers, Murray Projector, Elias Shiu, Harry A Woodman, William A Drew
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development
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Integer Functions and Life Contingencies
Integer Functions and Life Contingencies In this paper, the author studies the ‘applications ... deaths assumptions.’ Includes discussion and author’s review of discussion. From Transactions of Society ...- Authors: Cecil J Nesbitt, Elias Shiu, A D Wilkie
- Date: Oct 1982
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development
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Annuities with Negative Payment Frequency
Annuities with Negative Payment Frequency This paper is a proof of a conjecture that appeared in a letter ... the Actuarial Research Clearing House 1991 Vol. Annuity valuation; 405 1/1/1991 12:00:00 AM ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Technology & Applications>Analytics and informatics
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Some Remarks on Demography
Some Remarks on Demography This paper restates formulae from three textbooks for the Society of Actuaries ... Clearing House ARCH 1989 Vol. 2. Mortality modeling;Population mortality; 340 1/1/1989 12:00:00 AM ...- Authors: John A Beekman, Elias Shiu
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography
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Option Pricing by Esscher Transforms
46 OPTION PRICING BY ESSCHER TRANSFORMS HANS U. GERBER AND ELIAS S.W. SHIU ABSTRACT The Esscher ... interest is constant and denote it by ~. For t->0, let S~(t), Sz(t) . . . . . Sn(t) denote the prices of ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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Evaluation of the Rollover Option
an n-year GIC or zero-coupon bond be denoted as S o. Assume that the customer's old GIC will mature ... n-year GIC or zero-coupon bond at time t be denoted by S t, which is a random variable as viewed from time ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
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Immunizing Stochastic Cash Flows
Immunizing Stochastic Cash Flows This paper reviews Redington's theory of immunization ... Stochastic Cash Flows This paper reviews Redington's theory of immunization and sketches how it may be ...- Authors: Elias Shiu
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management
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How Fast Is Mexico Increasing?
How ... years of age, and we can suppose that in its life table the fraction under 25 is 35 percent, the mean ... 5 c-~ l(x)dx 0.6- 0 T e 'rx l(x) dx 0 25 S l(x) dx 0,35 - o _ 25L_...~0 ~l(x) dx '~L0 ' ...- Authors: Elias Shiu, JINXIA MA
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data