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Time Series Analysis and Forecasting
important models but also because they are series of direct concern to actuaries. Figure 4 displays the series ... for correlation among the observa- tions. The primary purpose of fitting models to time series data is ...- Authors: James C Hickman, Robert B Miller, Frank Reynolds, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis
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Ordinary Life Insurance Limits - Discussion papers
readily understand- able if there were only one direct-writing company in existence, but I am inclined ... is very high, it might be possible, after taking care of all contractual obligations, to provide the ...- Authors: E A Dougherty, Irving Rosenthal, Charles A. Ormsby, Archibald H McAulay, Wilmer A Jenkins
- Date: Oct 1953
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Underwriting - Life Insurance; Reinsurance>Life reinsurance
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Reinsurance
service is desired from professional reinsurers, the direct writing companies have to treat them reasonably ... appears that practical considerations are of primary importance in setting re- tentions. Each company ...- Authors: William H Aitken, Will R Mullens, Alan Richards, G Philip Streatfeild, Robert C Tookey, Herbert L Feay, David A Logie, Brian O Burnell
- Date: Jan 1961
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Reinsurance
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An Empirical Method of Comparing Risks using Stochastic Dominance
or the insurance com- ponent of business, is a primary task of the actuary. Mathematical constructs for ... three different proposed cost schedules for health care. Once an individual has made a claim, the claim ...- Authors: H Tolley, MICHAEL RENE KOSOROK
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk appetite
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Reverse Mortgages
as a source to pay for long-term-care coverage or home health care, home equity conversion has interested ... cash are not suited to older homeowners. The most direct form of home equity conversion is selling the ...- Authors: Stephen Gwin, William A Phillips
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Experience-Rating Group Life Insurance
while the entire portfolio remained profitable. If care was taken by the actuary to develop as unbiased ... pure accounting method does not provide for a direct recovery of the deficit. In policy years following ...- Authors: John C Angle, William A Bailey, Application Administrator, Theodore W Garrison, Hans U Gerber, Donald A Jones, Edward J Porto, William J Schreiner, Myron Henry Margolin, James E Jeffrey
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Ordinary Life Insurance Limits
established limit of issue, failure to distinguish care- fully between the two types of limits can greatly ... make provision for mortality in excess of that for direct agency business. I t is obvious, then, that the ...- Authors: E A Dougherty
- Date: Jun 1953
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Underwriting - Life Insurance; Reinsurance>Life reinsurance
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Models for the Distribution of Aggregate Claims in Risk Theory
statistical literature. i. INTRODUCTION One of the primary goals of any insurance risk endeavor is to arrive ... This property is thus desirable, and one of the primary tools used to verify this property is the theory ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Required Surplus for the Insurance Risk for Certain Lines of Group Insurance
consult the excellent paper by Pike [11]. The primary tool used in this paper to study surplus requirements ... used for the group life calculation. Also, some care should be paid to the selection of the value for ...- Authors: John K Ahrens, Allan Brender, James Ramenda
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Practical Applications of the Ruin Function
Practical Applications of the Ruin Function This paper is intended to acquaint actuaries with ... give a proof of formula (2) which is perhaps more direct than the proof given in [3]. (Cf. [2], p. 272; ...- Authors: John A Beekman, George E Reckin, Elias Shiu, John Snyder, Daniel J Schwark
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods