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Some Actuarial Formula of Life Insurance for Fuzzy Markets  [PDF]
Qiaoyu Huang, Liang Lin, Tao Sun
Applied Mathematics (AM) , 2011, DOI: 10.4236/am.2011.28145
Abstract: This paper presents an actuarial model of life insurance for fuzzy markets based on Liu process. At first, some researches about an actuarial model of life insurance for stochastic market and concepts about fuzzy process have been reviewed. Then, an actuarial model of life insurance for fuzzy process is formulated.
A Class of Variable Payment Life Insurance Actuarial Model with the Stochastic Interest Rate under the Weibull Distribution of Death
Niannian Jia,Yanhui Ji
Journal of Modern Mathematics and Statistics , 2012, DOI: 10.3923/jmmstat.2011.80.83
Abstract: Owing to the steady fluctuation of the Wiener process and the sudden disturbance of the negative binomial distribution, we proposed an interest force accumulation function model with a Wiener process and a negative binomial distribution. We built a n-years variable payment life insurance Actuarial Model with this interest force accumulation function. Meanwhile, we obtained the level net premium based on the semi-continuous variable payment life insurance policy with the hypothesis of Weibull mortality. Finally, we simulated model in a numerical example with Matlab and concluded the impact of different parameters upon the level net premium. That further verified the feasibility of the model.
Study on the life annuity actuarial present value models of annuity portfolio insurance

LI Chang-Lin,

中国科学院研究生院学报 , 2007,
Abstract: Many researchers studied the life annuity because it is very important.Firstly, A generalized stochastic interest rate model is derived by using time series.We then get the life annuity actuarial present value models of annuity portfolio insurance through the portfolio theory,under the independent stochastic interest rates environment.
actuar: An R Package for Actuarial Science  [PDF]
Christophe Dutang,Vincent Goulet,Mathieu Pigeon
Journal of Statistical Software , 2008,
Abstract: actuar is a package providing additional Actuarial Science functionality to the R statistical system. The project was launched in 2005 and the package is available on the Comprehensive R Archive Network since February 2006. The current version of the package contains functions for use in the fields of loss distributions modeling, risk theory (including ruin theory), simulation of compound hierarchical models and credibility theory. This paper presents in detail but with few technical terms the most recent version of the package.
Sistemas informáticos aplicados a la matemática actuarial no vida. Un propuesta con R
Claramunt Bielsa, Ma Mercedes,Boj del Val, Eva,Costa Cor, Teresa,Mármol Jiménez, Ma Teresa
Rect@ , 2012,
Abstract: The present work is the result of the investigation realized by the authoresses on programming languages applied to Non Life Actuarial Mathematics (NLAM). The main objective of this paper is to present and to expose the use of the R programming language in NLAM looking at the experience initiated at the University of Barcelona (UB) during 2009-2010. The contribution of the paper consists of the summary and application of libraries realized by different authors on the topics included in NLAM and its improvement with functions of own production. The article includes, for some of the different blocks that are treated inside NLAM at the UB, a small theoretical summary and numerical examples with R, and with real data of insurance portfolios that can be found in basic papers of actuarial science.
Modelización financiero-actuarial de un seguro de dependencia = Long Term Care Insurance Actuarial Model  [PDF]
Herranz Peinado, Patricia,Guerrero Casas, Flor M.,Segovia González, M. Manuela
Revista de Métodos Cuantitativos para la Economía y la Empresa , 2008,
Abstract: Espa a ha seguido la tendencia de otros países en cuanto a la cobertura de las personas dependientes, es decir, aquellas que necesitan ayuda para realizar las tareas básicas de la vida diaria, y lo ha hecho mediante la aprobación de la Ley de Promoción de la Autonomía Personal y Atención a las personas en situación de Dependencia, que se basa en la financiación pública. A pesar de los esfuerzos para el desarrollo de la Ley, ésta no está dando los frutos que debiera haber dado y se hace necesaria la existencia de productos privados de cobertura que puedan atender a las necesidades de aquellos que los demandan. Dado los escasos estudios que sobre este tema existen todavía en nuestro país, el establecer una aproximación a las primas de un seguro privado de dependencia puede servir de referencia para el análisis de su comercialización por parte de las aseguradoras. En este trabajo se trata de analizar una serie de cuestiones que den respuesta a dos objetivos. Por una parte, establecer un modelo financiero-actuarial que sirva como apoyo en el dise o de productos privados que cubran la dependencia y, por otra, realizar una aproximación a las bases técnicas actuariales que lleven a la cuantificación de las primas. = Spain has followed the trend of other countries about long term care, that is, people who need help to perform the basic tasks of daily living. In December 2006, Spanish Parliament approved the law called Ley de Promoción de la Autonomía Personal y Atención a las personas en situación de Dependencia, with public financing. This law is not producing the expected results, and it makes necessary the existence of private insurance. Currently, there are few studies on long term care in our country. An approach to premiums of a private insurance can serve as reference for the studies by insurers. This work tries to study a series of questions responding simultaneously to two goals, establishing an actuarial model and, on the other hand, computing private insurance premiums.
Considerations on Albanian Life Insurance Market
Gentiana Sharku,Brikena Leka,Etleva Bajrami
The Romanian Economic Journal , 2011,
Abstract: The life insurance sector is an important sector of the economy all over the world. Life insurance provides the economy and the individuals as well, a variety of fundamental financial services.Regardless the importance it has all around the world, life insurance market in Albania is still underdeveloped comparing not only to the Western European countries, but to the region countries as well. The comparative analysis of insurance market is carried out by means of two indexes: insurance density and penetration index. The life insurance market in Albania is facing several problems which will be further explained in the paper, together with some recommendations to be taken in account by Albanian insurance companies and the Albanian government as well.
Learning Survival Models with On-Line Simulation Activities in the Actuarial Science Degree
Antonio Fernandez-Morales
International Journal of Emerging Technologies in Learning (iJET) , 2011, DOI: 10.3991/ijet.v6i1.1398
Abstract: The aim of this paper is to describe an on-line survival laboratory designed to enhance teaching and learning in the Statistics courses of the Actuarial Science Degree of the Uni-versity of Málaga. The objective of the on-line survival lab is to help students through a guided program of simulation activities with the understanding of the most important statistical concepts of the stochastic modeling of human survival, from an Actuarial point of view. The graphical interactive simulator is implemented as Java applets for the web version, and as a Javascript animation for a lite iPhone/iPod touch version. Finally, the results of a survey carried out at the end of the course are discussed to have a preliminary assessment of the students’ satisfaction with the resources, and their perception about the usefulness for their learning process.
Comparative analysis of life insurance market  [PDF]
Malynych, Anna Mykolayivna
Socìal?no-ekonomì?nì Problemì ì Der?ava , 2011,
Abstract: The article deals with the comprehensive analysis of statistic insight into development of the world and regional life insurance markets on the basis of macroeconomic indicators. The author located domestic life insurance market on the global scale, analyzed its development and suggested the methods to calculate the marketing life insurance index. There was also approbated the mentioned methods on database of 77 countries all over the world. The author also defined the national rating on the basis of marketing life insurance index.
With Profit Contracts in Life Insurance  [PDF]
Katarina Sakálová,Mária Biliková,Franti?ek Peller
International Scientific Journal of Management Information Systems , 2006,
Abstract: A basic idea of a with profit policy is that the policyholder accepts a lower guarantee (sum assured) for the same premium, than he would accept under an equivalent without profit policy. In return for a lower guarantee, the policy has the right to share in the profits of the life insurance company. In order to qualify for such entitlement the policyholder will pay a higher premium that if the benefit was an amount stated in the contract. This paper describes a number of different methods that are used in various parts of the world to allocate profits to policy-holders.
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