Results 271 to 280 of about 181,308 (313)

Some premium reserve methods related to Lidstone's

Scandinavian Actuarial Journal, 1958
Abstract 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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Hedging and Reserving for Single-Premium Segregated Fund Contracts

North American Actuarial Journal, 2000
Three methods for determining suitable provision for maturity guarantees for single-premium segregated fund contracts are compared. Actuarial reserving assumes funds are held in risk-free assets, to give a prescribed probability of meeting the guarantee liability.
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Premiums And Reserves In Multiple Decrement Theory.

1957
PhD ; Mathematics ; University of Michigan, Horace H. Rackham School of Graduate Studies ; http://deepblue.lib.umich.edu/bitstream/2027.42/181933/2/5801376 ...
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A Higher Financial Premium Leads to the Depletion of Foreign Reserves?

The Journal of Developing Areas, 2014
Previous literature believes that a commercial depreciation is associated with higher financial premium and more depletion of foreign reserves. This study re-investigates this belief. Analytical results indicate that a commercial depreciation with higher financial premium and more depletion of foreign reserves depend on the combined influences of ...
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Premiums and Reserves in Multiple Decrement Model

2012
A guiding principle in the determination of premiums for a variety of life insurance products is $$\mbox{Expected present value of inflow} = \mbox{Expected present value of outflow}. $$ Chapter 2 discusses how the multiple decrement model studied in Chap.
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On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements

Scandinavian Actuarial Journal, 2003
Upon differentiating the Thiele differential equations and the equivalence condition with respect to some parameter appearing in the equations, one obtains differential equations for the derivatives of the state-wise reserves and the premium level with respect to the parameter.
Vladimir Kalashnikov, Ragnar Norberg
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Better Than Risk-Free: Do Reserve Premiums Crowd out Bank Lending?

SSRN Electronic Journal, 2018
When the Federal Reserve first paid interest on excess reserves (IOER) in October 2008, it presented a choice that banks had not previously faced. Banks could invest capital in precautionary excess reserves and earn a risk-free rate "better than" the treasury rate, or lend and earn a higher, but riskier interest rate.
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Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve

Scandinavian Actuarial Journal, 1989
Abstract 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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Some aspects of Policy Reserves and Premiums under the New Mortality Tables

Journal of the Staple Inn Actuarial Society, 1957
In the course of the discussion at the meeting at Staple Inn last October one speaker regretted the absence of any reserve figures from the notes then under discussion. This comparison of reserves under a new table with those under a table to which we have become accustomed is something of a habit which we tend to do perhaps without asking ourselves ...
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The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves

Journal of Financial Services Research, 1999
A common feature of many insurance systems is that they are “backed” by an insurance fund and insurance premiums are adjusted to target this fund’s reserves. This study analyzes the fund targeting policy of the Federal Deposit Insurance Corporation (FDIC). It examines the distortions to banks’ cost of deposit financing that result from setting premiums
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