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Weighted Exposure Formulas
Weighted Exposure Formulas This paper is from Transactions of Society of Actuaries 1955 ... Transactions of Society of Actuaries 1955 Volume 7, Number 17. The author notes that in mortality studies the ...- Authors: Alan A. Groth
- Date: Mar 1955
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods
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New Possibilities in Graduation
New Possibilities in Graduation This paper is from Transactions of Society of Actuaries ... Transactions of Society of Actuaries 1955 Volume 7, Number 17. The author notes that recent advances in calculating ...- Authors: Kingsland Camp
- Date: Mar 1955
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods; Technology & Applications
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Credibility Formulas of the Updating Type
E[S,] = •, (16) Cov[&,Si]= V~+W~ i f i= j (17) = Wi If i < .I , fo r j= i , i - k l , . . ... want to show the validity of formulas (16) and (17). Comparing equations (7) and (8), we see that E[S ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, PAUL ROBERT MILLER, Myron Henry Margolin
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Bayesian methods
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Recursive Formulas for Compound Difference Distributions
recently in much actuarial literature ([2]; [5]; [17]; [20]; [211; [22]; [24]). It presents a general ... formulas that have appeared recently in ([2]; [5]; [17]; [20]; [21], [22]; and [24]) can also be derived ...- 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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Computing the Probability of Eventual Ruin
of exponential distributions (see [3, p. 45] and [17]). Thus, these two formulas are not practical for ... Insurance: Mathematics and Economics 7 (1988): 75-80. 17. DUFRESNE, F., AND GERBER, H.U. "'The Surpluses Immediately ...- Authors: Eric Seah
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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On Some Actuarial Inequalities - Actuarial Note
state that A~:- 1 > .qv (r'-r*+"-"t'+")m'-z'+") . (17) This is the continuous analogue of inequality ... exponents in both (9) and (17) give the ON SOME ACTUARIAL INEQUALITIES 17 "average time until claim ...- Authors: Hans U Gerber, Donald A Jones, Harry M Sarason, John A Schutz, Arnold Shapiro, Gary E Olson
- Date: Oct 1975
- Competency: 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
calculation, see Lemma 2 of [5], or page 25 of [17]. We shall show that the matrix Q = p(pr (KK~-~P)-ipr ... of end values can be found in [11], [12], [13], [17] and [18]. 4. If the asymmetric minimum-Rz formulas ...- 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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Parametric Models for Life Insurance Mortality Data: Gompertz's Law Over Time
of mortality from observed mortality rates [2: p. 17]: ~y+l/2- - ln ( l - qy). (3) One of the consequences ... • 07 - .04 .03 .05 ".12 .18 .14 .15 .04 .04 - .17 - .09 • 06 - .03 - .06 .05 .I0 .14 .15 .09 - ...- Authors: William H Wetterstrand
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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A Direct Comprehensive Approach to the Calculation of Gross Non-Participating Premiums
TRANSACTIONS OF SOCIETY OF ACTUARIES 1965 VOL. 17 PT. 1 NO. 49 A D IRECT COMPREHENSIVE APPROACH ... (1-I-j)* = (1 + j0(1 + j2) . . . (1 --l-jr). 17. N = Gross premium calculation period. 18. /(X, ...- Authors: Thomas P Bleakney, Frank P di Paolo, Cecil J Nesbitt, Mel Stein, James E Hoskins, Franklin B Dana, Harwood Rosser
- Date: Oct 1965
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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A Practical Algorithm for Approximating the Probability of Ruin
A Practical ... that is, 1 = 2(1 - v)' p>l . 1/2< ~,< 1. (17) 452 TRANSACTIONS, VOLUME XL IV Since f(p) ... (21), respectively; Compute ~:z using Equation (17); p using Equation (25); /31 and/32 using Equation ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods