Society Of Actuaries Research Articles

071016 (M21) Multidimensional Whittaker-Henderson graduation with constraints and mixed differences : Lowrie W.B.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 215–256

071016 (M21) Multidimensional Whittaker-Henderson graduation with constraints and mixed differences : Lowrie W.B.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 215–256

071002 (M00) An introduction to business credit insurance : Ramsay C.M.,Transactions of the Society of Actuaries. Vol. XLV, 1993, pp. 275–304

071002 (M00) An introduction to business credit insurance : Ramsay C.M.,Transactions of the Society of Actuaries. Vol. XLV, 1993, pp. 275–304

071098 (E60, B80) Level of OASDI trust fund assets needed to compensate for adverse contingencies : Foster R.S.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 55–78

071098 (E60, B80) Level of OASDI trust fund assets needed to compensate for adverse contingencies : Foster R.S.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 55–78

071001 (M00, B10) Mortality differences by handedness: survival analysis for a right-truncated sample of baseball players : Panjer H.H.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 257–274

071001 (M00, B10) Mortality differences by handedness: survival analysis for a right-truncated sample of baseball players : Panjer H.H.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 257–274

071053 (E13) Duration-based policy reserves : Bluhm W.F.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 11–54

071053 (E13) Duration-based policy reserves : Bluhm W.F.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 11–54

071032 (M40) Percentile pension cost methods: a new approach to pension valuations : Ramsay C.M.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 351–424

071032 (M40) Percentile pension cost methods: a new approach to pension valuations : Ramsay C.M.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 351–424

071043 (E10) A mathematical analysis of financial accounting standard no. 88: Sharp K.P.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 485–498

071043 (E10) A mathematical analysis of financial accounting standard no. 88: Sharp K.P.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 485–498

071017 (M22) Valuing American options in a path simulation model : Tilley J.A.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 499–550

071017 (M22) Valuing American options in a path simulation model : Tilley J.A.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 499–550

071091 (E50) The sensitivity of cash-flow analysis to the choice of statistical model for interest rate changes : Klein G.E.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 79–186

071091 (E50) The sensitivity of cash-flow analysis to the choice of statistical model for interest rate changes : Klein G.E.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 79–186

071019 (M30, E12) Loading gross premiums for risk without using utility theory : Ramsay C.M.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 305–350

071019 (M30, E12) Loading gross premiums for risk without using utility theory : Ramsay C.M.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 305–350

Insurance risk models. : Panjer H.H., Willmot G.E., Society of Actuaries, 1992, 442 pp.

Insurance risk models. : Panjer H.H., Willmot G.E., Society of Actuaries, 1992, 442 pp.

Internal rate of return as an evaluator of tax-planning strategies.: 061068 (E50, E53) Lasorella K., Robbins E.L., Transactions society of actuaries, vol. XLIV, 1992, pp. 175–191.

Internal rate of return as an evaluator of tax-planning strategies.: 061068 (E50, E53) Lasorella K., Robbins E.L., Transactions society of actuaries, vol. XLIV, 1992, pp. 175–191.

An actuarial analysis of the AIDS epidemic as it affects heterosexuals.: 061074 (E60) Plumley P.W., Transactions society of actuaries, vol. XLIV, 1992, pp. 333–397.

An actuarial analysis of the AIDS epidemic as it affects heterosexuals.: 061074 (E60) Plumley P.W., Transactions society of actuaries, vol. XLIV, 1992, pp. 333–397.

A simple Monte Carlo approach to Bayesian graduation.: 061017 (M21, M10) Carlin B.P., Transactions society of actuaries, vol. XLIV, 1992, pp. 55–76.

A simple Monte Carlo approach to Bayesian graduation.: 061017 (M21, M10) Carlin B.P., Transactions society of actuaries, vol. XLIV, 1992, pp. 55–76.

Reverse mortgages.: 061005 (M01, M40) Phillips W.A., Gwin S.B., Transactions society of actuaries, vol. XLIV, 1992, pp. 289–323.

Reverse mortgages.: 061005 (M01, M40) Phillips W.A., Gwin S.B., Transactions society of actuaries, vol. XLIV, 1992, pp. 289–323.

Modeling flexible benefit selection.: 061041 (E10, B24) Fuhrer C.S., Shapiro A.F., Transactions society of actuaries, vol. XLIV, 1992, pp. 135–155.

Modeling flexible benefit selection.: 061041 (E10, B24) Fuhrer C.S., Shapiro A.F., Transactions society of actuaries, vol. XLIV, 1992, pp. 135–155.

Nonparallel yield curve shifts and convexity.: 061040 (E10, E13) Reitano R.R., Transactions society of actuaries, vol. XLIV, 1992, pp. 479–499.

Nonparallel yield curve shifts and convexity.: 061040 (E10, E13) Reitano R.R., Transactions society of actuaries, vol. XLIV, 1992, pp. 479–499.

The birthday rule and the difference in spouses' ages.: 061006 (M01, B24) Kestenbaum B.M., Transactions society of actuaries, vol. XLIV, 1992, pp. 161–167.

The birthday rule and the difference in spouses' ages.: 061006 (M01, B24) Kestenbaum B.M., Transactions society of actuaries, vol. XLIV, 1992, pp. 161–167.

An updated money's-worth analysis of social security retirement benefits.: 061067 (E50, B81) Myers R.J., Schobel B.D., Transactions society of actuaries, vol. XLIV, 1992, pp. 247–270.

An updated money's-worth analysis of social security retirement benefits.: 061067 (E50, B81) Myers R.J., Schobel B.D., Transactions society of actuaries, vol. XLIV, 1992, pp. 247–270.

Lectures on the use of control theory in insurance

Abstract This paper gives an introductory survey of the use of optimal control theory for Markov chains for treating control problems in non-life insurance. It is based on notes from a course given in the Swedish Society of Actuaries directed towards actuaries with no previous training in control theory, and aims at introducing the subject via a few illuminating examples, which hopefully can be paradigms for more realistic applications.