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The moments and distributions of actuarial functions

Published online by Cambridge University Press:  20 April 2012

H. R. Waters
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Extract

In 1969, A. H. Pollard and J. H. Pollard published a paper in which they treated actuarial functions as random variables, the randomness being caused only by variations in the age at death. In 1971, J. H. Pollard took this one step further by allowing the rate of interest as well as the age at death to vary and used these results to determine premium loadings for non-profit assurances.

Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 105 , Issue 1 , June 1978 , pp. 61 - 75
Copyright
Copyright © Institute and Faculty of Actuaries 1978

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References

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