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Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes
Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes This paper proposes a more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted ...- Authors: Runhuan Feng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain
Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain This paper presents diagnostics and tests for tile retrospective identification of abrupt change in the ...- Authors: J L Van Wyk, F Lombard
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
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Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model
Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model This paper shows the application of a threshold strategy on the surplus level of an insurance risk model results in a ...- Authors: Ana Maria Mera
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Modelling Multi-State Processes Using A Markov Assumption
Modelling Multi-State Processes Using A Markov Assumption In this paper, the authors show how probabilities and actuarial values may be calculated using a time-homogeneous Markov model. Piecewise ...- Authors: Bruce Jones
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
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Non-Insured Home and Community-Based Long-Term Care Incidence and Continuance Tables ZIP
Non-Insured Home and Community-Based Long-Term Care Incidence and Continuance Tables ZIP This report contains estimates of incidence and continuance rates from the general population using data ...- Authors: Application Administrator, Robert Yee, P J Stallard
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Long-term care - Experience Studies & Data; Modeling & Statistical Methods>Markov Chain