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Stability and Convergence of Recurrence Equations
Stability and Convergence of Recurrence Equations This paper discusses the numerical stability of Panjer's recursion in computing aggregate claims distributions. From Actuarial Research ...- Authors: Harry H Panjer, Shaun Wang
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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AIDS: Some Aspects of Modeling the Insurance Risk
AIDS: Some Aspects of Modeling the Insurance Risk This paper is an attempt to examine transmission and incubation period models. Results are used to estimate the risk of HIV+ exposure of an ...- Authors: Fung-Yee F Chan, Michael Cowell, Harry H Panjer
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Models for the Distribution of Aggregate Claims in Risk Theory
Models for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate claims of an insurer. The general form of the distribution is considered ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Axiomatic Characterization of Insurance Prices
Axiomatic Characterization of Insurance Prices In this paper, the authors take an axiomatic approach to characterize insurance prices in a competitive market setting. Four axioms are presented to ...- Authors: Harry H Panjer, Virginia Ruth Young, Shaun Wang
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Modeling & Statistical Methods
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A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA
A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA This article provides an an alternate, statistical approach, to graduation. Both single and multiple decrement models are considered ...- Authors: Harry H Panjer
- Date: Jan 1979
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Conditional Stochastic Interest Rate Models in Life Contingencies
Conditional Stochastic Interest Rate Models in Life Contingencies Several previous papers treat the rate of interest as a stochastic process in the determination of values of insurances and ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Stepwise Recursions for a Class of Compound Lagrangian Distributions
Stepwise Recursions for a Class of Compound Lagrangian Distributions In this paper, Lagrangian distributions are reviewed and some of their properties are studied. Recursive methods are proposed ...- Authors: Abdul Sharif, Harry H Panjer
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums This paper presents a statistical and mathematical method to calculate Stop-Loss Premiums. It also includes ...- Authors: Hans U Gerber, Donald A Jones, Harry H Panjer, Application Administrator
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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A Multirisk Stochastic Process
A Multirisk Stochastic Process The subject of this paper is a mathematical model for insurance company risks formed by a linear combination of four stochastic processes recognizing claim ...- Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models