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Practical Applications of the Ruin Function
Practical Applications of the Ruin Function This paper is intended to acquaint actuaries with a simple ... practical application of the ruin function technique in the determination of the C-2 mortality risk reserve ...- Authors: John A Beekman, George E Reckin, Elias Shiu, John Snyder, Daniel J Schwark
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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Models for the Distribution of Aggregate Claims in Risk Theory
for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution of aggregate ... aggregate claims of an insurer. The general form of the distribution is considered initially, and, after ...- 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