Balducci's Actuarial Preprint Service

Actuarial researchers around the world are encouraged to make their research and working papers available on the World Wide Web. Towards this end, if you would like to have a link to one of your research papers included in the listing below, or if you would prefer that an electronic copy of your paper be archived directly on Balducci ( or both ), please contact David P.M. Scollnik and state your preference. Be sure to include your paper's URL and your own e-mail address !

Note : Some of the papers listed below are available from more than one site. In these cases, select the site from which you wish to receive the paper. Generally, the nearer the site, the faster the file transfer.

Current Listing ( Revised November 30, 1999 )

Ambagaspitiya, R.S. (1994). Manipulating Lagrangian Distributions and Associated Compound Distributions with Maple. Available as Dvi.

Cairns, A.J.G. (1996). Continuous-Time Pension Fund Modelling. Paper for the 6th AFIR Colloquium. Available as Postscript from Heriot-Watt (Edinburgh) or Balducci (Calgary) .

Cairns, A.J.G. (1996). Parameter and Model Risk in Stochastic Investment Modelling. Paper for the 1996 Investment Conference and 6th AFIR Colloquium. Available as Postscript from Heriot-Watt (Edinburgh) or Balducci (Calgary) .

Cairns, A.J.G. (1995). Pension Funding in a Stochastic Environment: The Role of Objectives in Selecting an Asset Allocation Strategy. Proceedings of the 5th AFIR International Symposium, Brussels. Available as Postscript from Heriot-Watt (Edinburgh) or Balducci (Calgary) .

Cairns, A.J.G. (1995). Uncertainty in the Modelling Process. Proceedings of the 25th International Congress of Actuaries, Brussels. Available as Postscript from Heriot-Watt (Edinburgh) or Balducci (Calgary) .

Cairns, A.J.G. (1994). An Introduction to Stochastic Pension Fund Modelling. Paper for the Vancouver Interest Rate Risk Workshop. Available as Postscript from Heriot-Watt (Edinburgh) or Balducci (Calgary) .

Jones, B.L. (1995). Actuarial Calculations using a Markov Model. Available as Postscript .

Ostaszewski, Krzysztof M. (1997). Privatizing the Social Security Trust Fund ? Don't Let the Government Invest. View the paper. .

Pai, Jeffrey. (1997). Bayesian Analysis of Compound Loss Distributions. Available as Postscript from The University of Manitoba (Winnipeg) or Balducci (Calgary).

Pai, Jeffrey. (1997). Generating Random variates with a Given Force of Mortality and Finding a Suitable Force of Mortality by Theoretical Quantile - Quantile Plots. Available as Postscript from The University of Manitoba (Winnipeg) or Balducci (Calgary). .

Schmidli, H. (1997). An Extension to the Renewal Theorem and An Application to Risk Theory. Abstract (University of Århus).

Scollnik, D.P.M. (1999/2000). Actuarial Modeling with MCMC and BUGS. A version of this paper was presented at the 34th Actuarial Research Conference. See here.

Scollnik, D.P.M. (1994). The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods. A version of this paper was presented at the 29th Actuarial Research Conference. Available as Postscript.

Sinha, Tapen, Martinez, F., and C. Barrios-Munoz (1999). Performance of Publicly Mandated Private Pension Funds in Mexico : Simulations with Transactions Cost. Available as Pdf.