The perils of pay variability: Determinants of worker aversion to variable compensation in low- and middle-wage jobs. [PDF]
PLoS OneCameron LD, Meuris J.
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Strengthening Health Financing Research to Advance Universal Health Coverage: Gaps, Opportunities, and Policy Imperatives for the Philippines. [PDF]
Inquiryde Claro V, Villar WL, Sabulao M.
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Mitochondrial respiration in peripheral blood mononuclear cells of healthy adult population. [PDF]
PLoS OneLee JH +9 more
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Review: Arthur Hunter, Net Premiums and Reserves on Joint Life Policies
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The retrospective premium reserve
Insurance: Mathematics and Economics, 1990Abstract For an ordinary single- or multiple-decrement life insurance policy, there is essentially only one retrospective premium reserve and its definition is given in standard textbooks on life contingencies. By contrast, for a multi-state policy, each state has its own retrospective (as well as its own prospective) reserve, there is considerable ...
Jan M Hoem
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On occupation times for a risk process with reserve-dependent premium
Stochastic Models, 2002Consider a risk reserve process under which the reserve can generate interest.
Sung Nok Chiu, Chuancun Yin
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Some premium reserve methods related to Lidstone's
Scandinavian Actuarial Journal, 1958Abstract Lidstone's group method, which applies to endowment assurances, is based on the approximation, where a n−t and bn−t depend only on n−t . For a valuatIOn group, consisting of policies with the same unexpired terms, n−t , the mean maturity age y + n is given by the equation, W denoting S or P. Inserting here values by (1) om both sides we arrive
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The Equity Premium Puzzle and the Federal Reserve’s Stock Valuation Model
Journal of Investing, 2011We test a model to estimate the equity risk premium based on a stock valuation model suggested by former Federal Reserve Chairman, Alan Greenspan. The model suggests that the stock market is fairly priced when the price of the market portfolio is equal to the ratio between market earnings and the yield on the 10-year Treasury bond.
Stephanie Yates Rauterkus +2 more
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Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
Scandinavian Actuarial Journal, 1989Abstract The purpose of this paper is to show how the ruin probability can be found for a compound Poisson risk process with a general premium rate p(r) depending on the reserve r, and it is illustrated how the probability of ruin can be calculated using a simple numerical method.
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The Krugerrand premium—an optimal strategy for the Reserve Bank
Investment Analysts Journal, 1984exaly +2 more sources