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Recursive Formulas for Compound Difference Distributions
Recursive Formulas for Compound Difference Distributions This paper reviews recursive formulas for aggregate claim distributions. Followed by a submitted discussion paper Risk measurement; ...- Authors: Beda Chan, Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance; 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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Minimum-Rz Moving-Weighted-Average Formulas
Minimum-Rz Moving-Weighted-Average Formulas In this paper, the coefficients of the minimum-Rz moving-weighted-average formulas are derived using matrix algebra and the method of Lagrange ...- Authors: Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Multidimensional Whittaker-Henderson Graduation
Multidimensional Whittaker-Henderson Graduation Reports generally display tables of data broken down by many variables. This paper presents a variation of the Whittaker-Henderson graduation ...- Authors: Gerald Lee Giesecke, Frank E Knorr, Jeffrey L Kunkel, Steven F McKay, Elias Shiu, William J Taylor
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods