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Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical ... based upon information theory, for adjusting mortality tables to obtain exactly some known individual ...- Authors: Samuel Cox, Allan C Weaver, Patrick L Brockett
- Date: Oct 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; 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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Single-Premium Deferred-Annuity Persistency Study
Single-Premium Deferred-Annuity Persistency Study Studies full and partial single-premium ... Deferred-Annuity Persistency Study Studies full and partial single-premium deferred fixed annuity withdrawals ...- Authors: Samuel Cox, Paul D Laporte, Steven R Linney, Lucian Lombardi
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Fixed annuities
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Book Reviews and Notices
2. 'Life Insurance Mathematics' by Hans U. Gerber, 3. 'A History of Probability and Statistics ... Anders Hald, 4. 'Medical Risks: Trends in Mortality by Age and Time Elapsed' by Edward A. Lew ...- Authors: William H Aitken, John A Beekman, Samuel Cox, William B Frye, Stuart Klugman, Robert J Myers, Murray Projector, Elias Shiu, Harry A Woodman, William A Drew
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development
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Optimal Ruin Calculations Using Partial Stochastic Information
at time t is defined to be U(t) = u + ct - S(t), t>-O. Here U(0) = u is the initial surplus, c is ... fund in dollars per year, and S is the stochastic claims process: S(t) = X l + . . . + Xu(o, where ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Bounds on Expected Values of Insurance Payments and Option Prices
formally by L(hly ) -- inf h(x)dF(x) :F ~ M(y) and U(hly) = sup ( f[ h(x)dF(x) : F E M(y)} where y denotes ... applies. This results in formulas for L(hly ) and U(hly) in terms of the moments p, and o -2 and the parameters ...- Authors: Samuel Cox
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data
Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data This paper ... Transactions of Society of Actuaries 1995, Vol. 47. Mortality modeling;Data quality; 2764 10/1/1995 12:00:00 ...- Authors: Samuel Cox, Patrick L Brockett, Yun Song, Boaz Golany, Fred Y Phillips
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods