1
-
3
of
3
results (0.3 seconds)
Sort By:
-
A Stochastic Investment Model
A Stochastic Investment Model The purpose of this paper is to provide a method for calculating special contingency reserves for investment losses. The method is derived by first building a ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
A New Collective Risk Model
A New Collective Risk Model In this paper, a mathematical model is constructed to study the deviations of claims, investment performance, operating expenses, and lapse expenses as random ...- Authors: John A Beekman, Ethan Stroh, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
-
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