scientific article; zbMATH DE number 4032883
From MaRDI portal
Publication:3773148
zbMATH Open0634.62107MaRDI QIDQ3773148FDOQ3773148
Authors: Newton L. jun. Bowers, H. U. Gerber, James C. Hickman, Donald A. Jones, Cecil J. Nesbitt 
Publication date: 1986
Title of this publication is not available (Why is that?)
Recommendations
dividendssingle periodlife insurancelife annuitieslife tablesexpensesreservessurvival distributionsbenefitspension fundingpopulation theorycollective risk modelsindividual risk modelsmultiple decrement modelsnet premiumsapplications of risk theoryextended periodmultiple life functionsvaluation theory for pension plans
Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
Cited In (only showing first 100 items - show all)
- Markov models and Thiele's integral equations for the prospective reserve
- The effect of interest on negative surplus
- A solution to the ruin problem for Pareto distributions.
- On the accumulated aggregate surplus of a life portfolio.
- On the \(n\)th stop-loss transform order of ruin probability.
- Pricing and hedging guaranteed annuity options via static option replication.
- Tail bounds for the distribution of the deficit in the renewal risk model
- A note on multivariate stochastic comparisons of Bernoulli random variables
- A Bayesian analysis of a simultaneous equations model for insurance rate-making
- A cyclic approach on classical ruin model
- The Lee-Carter model for forecasting mortality, revisited
- A model for open populations subject to periodical re-classifications
- Life insurance policy termination and survivorship
- Ordering claim size distributions and mixed Poisson probabilities
- Real longevity insurance with a deductible: introduction to advanced-life delayed annuities (ALDA)
- The emergence of profit in life insurance
- Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium
- Statistical methods with applications to demography and life insurance
- Modeling future lifetime as a fuzzy random variable
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates
- Valuation of catastrophe reinsurance with catastrophe bonds
- An extension of Arrow's result on optimality of a stop loss contract
- Approximations for life annuity contracts in a stochastic financial environment
- The probability of ruin for the inverse Gaussian and related processes
- Negative claim amounts, Bessel functions, linear programming and Miller's algorithm
- Term Structure Models: A Perspective from the Long Rate
- The order-statistic claim process with dependent claim frequencies and severities
- Fundamentals of Actuarial Mathematics
- Pricing equity-indexed annuities under stochastic interest rates using copulas
- Threshold life tables and their applications
- Optimal insurance strategies in a risk process with restrictions on policyholder risks
- Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality
- On a risk measure inspired from the ruin probability and the expected deficit at ruin
- Valuation of life insurance products under stochastic interest rates
- The conditional Haezendonck-Goovaerts risk measure
- Fundamentals of actuarial mathematics
- `Finem Lauda' or the risks in swaps
- Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon
- The probability of ruin in a process with dependent increments
- Asymptotic results for heavy-tailed distributions using defective renewal equations
- Optimization of risk bearing in a statistical model with reinsurance
- How to (and how not to) compute stop-loss premiums in practice
- Stochastic analysis of a portfolio of endowment insurance policies
- Title not available (Why is that?)
- Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model
- Properties of the power family of fractional age approximations.
- Optimal premium pricing for a heterogeneous portfolio of insurance risks
- Bonus-Malus Systems
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models
- Asymptotic behavior of generalized risk processes
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
- Optimal dividend and investing control of an insurance company with higher solvency constraints
- Rational ruin problems - a note for the teacher
- Demand and adverse selection in a pooled annuity fund
- Actuarial bridges to dynamic hedging and option pricing
- Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model
- Biometric worst-case scenarios for multi-state life insurance policies
- Parametric survival densities from phase-type models
- Bivariate analysis of survivorship and persistency
- Early surrender and the distribution of policy reserves
- The compound Poisson approximation for a portfolio of dependent risks
- On the distribution of the duration of negative surplus
- On the expected discounted penalty function for Lévy risk processes
- On the probability of ruin for infinitely divisible claim amount distributions
- Ordering of risks in life insurance
- Bayesian graduation of mortality rates: an application to reserve evaluation
- Analysis of economic burden of seasonal influenza: an actuarial based conceptual model
- A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
- A sensitivity analysis of typical life insurance contracts with respect to the technical basis
- Modeling mortality and pricing life annuities with Lévy processes
- On the relationship between bounds on the tails of compound distributions
- Minimizing the probability of ruin: optimal per-loss reinsurance
- Ruin probability by operational calculus
- Stochastic models for life contingencies
- Bank management via stochastic optimal control
- A series for infinite time ruin probabilities
- Annuity uncertainty with stochastic mortality and interest rates
- On comparison of the principles of equivalent utility and its applications
- On the deficit distribution when ruin occurs -- discrete time model
- Hierarchical Bayesian collective risk model: an application to health insurance
- Exponential bounds for ruin probability in two moving average risk models with constant interest rate
- On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
- The Gompertz-Makeham longevity model
- On the severity of ruin in a Markov-modulated risk model
- Bounds on compound distributions and stop-loss premiums
- The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks
- Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
- A discrete-time risk model with Poisson ARCH claim-number process
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks
- Actuarial models: the mathematics of insurance.
- Multiple risk factor dependence structures: copulas and related properties
- Measuring Foreign Exchange Risk in Insurance Transactions
- Optimal Portfolio Selection with Transaction Costs
- Analyzing survival data with highly negatively skewed distribution: the Gompertz-sinh family
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
- Multinomial model for random sums
- Indicator Function and Hattendorff Theorem
- Seasonal mortality for fractional ages in short term life insurance
- Bounds on stop-loss premiums and ruin probabilities
- Bounds for the probability and severity of ruin in the Sparre Andersen model
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3773148)
