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Theory of Stochastic Mortality and Interest Rates
of Stochastic Mortality and Interest Rates Statistical properties of interest, annuity and insurance ... insurance functions are examined when mortality and interest are treated as having a random component. Several ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Aug 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Conditional Stochastic Interest Rate Models in Life Contingencies
the determination of values of insurances and annuity functions. None of these papers consider the current ... evaluation of moments of interest, insurance and annuity functions. Numerical results are also given.- 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
expansion of a function f(t) as a power series in u where ug(t) = t and, f(t) and g(t) are both pgf's ... non-zero root ol t, a new pgf t = ¢(u) whose e~an- sion in powers of u is given by the Lagrange's e~pansion ...- 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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Mortality Differences by Handedness: Survival Analysis for a Right-Truncated Sample of Baseball Players
Mortality Differences by Handedness: Survival Analysis for a Right-Truncated Sample of Baseball Players ... abstract of the referenced paper which studies the mortality of left-handed baseball players versus that of ...- Authors: Harry H Panjer
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality
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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, ... specific mortality models. From: ACTUARIAL RESEARCH CLEARING HOUSE, 1979 VOL. 2. Mortality modeling; ...- 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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An Analysis of Loss Reserves in Canada
19S0"s in both Canada and the United States from both the point of view of solvency as well a,s from ... and foreign insurers. 337 5. The Ana lys i s Let E, denote the estimate made in year i of outstanding ...- Authors: Robert Brown, Harry H Panjer
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance
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Stability and Convergence of Recurrence Equations
Stability and Convergence of Recurrence Equations This paper discusses the numerical stability ... paper discusses the numerical stability of Panjer's recursion in computing aggregate claims distributions ...- 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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Axiomatic Characterization of Insurance Prices
Character izat ion of Insurance Pr i ces Shaun S. Wang ~ Virginia R. Young b Harry H. Panjer" aDept ... decision-maker with an increasing utility function u: E[u(-X)] > E[u(-Y)]. That is, every individual who thinks ...- 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