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Actuarial Science

Advances in the Statistical Sciences Festschrift in Honor of Professor V.M. Josh’s 70th Birthday Volume VI

  • Book
  • © 1987

Overview

Editors:
  1. Ian B. MacNeill

    1. Department of Statistical and Actuarial Sciences, The University of Western Ontario, Canada

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  2. Gary J. Umphrey

    1. Department of Statistical and Actuarial Sciences, The University of Western Ontario, Canada

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  3. Beda S. C. Chan

    1. Department of Statistical and Actuarial Sciences, The University of Western Ontario, Canada

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  4. Serge B. Provost

    1. Department of Statistical and Actuarial Sciences, The University of Western Ontario, Canada

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Part of the book series: The Western Ontario Series in Philosophy of Science (WONS, volume 39)

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Table of contents (19 chapters)

  1. Front Matter

    Pages i-xvi
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  2. Connections Between Graduation and Forecasting

    • James C. Hickman
    Pages 1-17

  3. Isotonic Bayesian Graduation with an Additive Prior

    • James D. Broffitt
    Pages 19-39

  4. Bootstrapping a Graduation

    • Esther Portnoy
    Pages 41-51

  5. Actuarial Applications of Utility Functions

    • Hans U. Gerber
    Pages 53-61

  6. A Class of Ruin Problems

    • N. U. Prabhu
    Pages 63-78

  7. Comparing Risks

    • S. David Promislow
    Pages 79-93

  8. Inference in the Hierarchical Credibility Model

    • Stuart Klugman
    Pages 95-113

  9. Models of Claim Frequency

    • Harry H. Panjer
    Pages 115-125

  10. Analyzing Casualty Insurance Claim Counts

    • R. M. Dummer
    Pages 127-143

  11. Immunization—The Matching of Assets and Liabilities

    • Elias S. W. Shiu
    Pages 145-156

  12. Ornstein-Uhlenbeck Stochastic Processes Applied to Immunization

    • John A. Beekman
    Pages 157-164

  13. A Note on Variable Interest Rate Loans

    • S. Broverman
    Pages 165-172

  14. Linearity and Gaussianity of Interest Rate Data: An Empirical Time Series Test

    • Patrick L. Brockett, Naim Sipra
    Pages 173-183

  15. Perspectives on Mortgage Default Insurance

    • Phelim P. Boyle
    Pages 185-199

  16. Time Series Analysis of Mortgage Rate Insurance

    • Keith P. Sharp
    Pages 201-218

  17. Underwriting Traders of Financial Futures

    • Samuel H. Cox Jr., Cheng-kun Kuo
    Pages 219-229

  18. Mergers of Life Companies and the Blurring Zof Boundaries Among Financial Institutions-Effects on the Actuarial Profession

    • D. S. Rudd
    Pages 231-234

  19. Commentary on “Mergers of Life Companies and Blurring of Boundaries Between Financial Institutions—Effects on the Actuarial Profession”

    • K. W. Stewart
    Pages 235-238

  20. The Search for New Forms of Life

    • G. R. Dinney
    Pages 239-250
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Keywords

About this book

On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro­ fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.

Editors and Affiliations

  • Department of Statistical and Actuarial Sciences, The University of Western Ontario, Canada

    Ian B. MacNeill, Gary J. Umphrey, Beda S. C. Chan, Serge B. Provost

Bibliographic Information

  • Book Title: Actuarial Science

  • Book Subtitle: Advances in the Statistical Sciences Festschrift in Honor of Professor V.M. Josh’s 70th Birthday Volume VI

  • Editors: Ian B. MacNeill, Gary J. Umphrey, Beda S. C. Chan, Serge B. Provost

  • Series Title: The Western Ontario Series in Philosophy of Science

  • DOI: https://doi.org/10.1007/978-94-009-4796-2

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: D. Reidel Publishing Company, Dordrecht, Holland 1987

  • Hardcover ISBN: 978-90-277-2398-7Published: 31 December 1986

  • Softcover ISBN: 978-94-010-8627-1Published: 01 October 2011

  • eBook ISBN: 978-94-009-4796-2Published: 06 December 2012

  • Series ISSN: 1566-659X

  • Series E-ISSN: 2215-1974

  • Edition Number: 1

  • Number of Pages: XVI, 252

  • Topics: Applications of Mathematics

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