The moments and distributions of actuarial functions
- 1 June 1978
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of the Institute of Actuaries
- Vol. 105 (1), 61-75
- https://doi.org/10.1017/s0020268100018400
Abstract
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.Keywords
This publication has 4 references indexed in Scilit:
- Rates of Return as Random VariablesJournal of Risk and Insurance, 1976
- Premium loadings for non-participating businessJournal of the Institute of Actuaries, 1976
- A Reserve Basis for Maturity Guarantees in Unit-Linked Life AssuranceTransactions of the Faculty of Actuaries, 1975
- Systems of Frequency CurvesPublished by Cambridge University Press (CUP) ,1969