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1.
K. A. Poukka 《Scandinavian actuarial journal》2013,2013(3):137-152
Abstract 1. In dieser Zeitschrift haben die Herren Steffensen 1 , Meidell 2 und Palmqvist 3 Näherungsformeln zur Berechnung der Veränderung der Leibrente bei der Veränderung des Zinsfusses veröffentlicht. 相似文献
2.
Hans Christen 《Scandinavian actuarial journal》2013,2013(2):205-218
Abstract Zu den nachfolgenden Untersuchungen wurde der Verfasser veranlasst durch wertvolle Anregungen seines Lehrers, Prof. Dr. W. Friedli, sowie durch die schönen, das Zinsfussproblem berührenden Arbeiten der Herren Steffensen 1 , Meidell 2 , Palmqvist 3 und Poukka 4 . 相似文献
3.
Olav Reiersöl 《Scandinavian actuarial journal》2013,2013(3-4):229-234
Abstract 1. Many different measures of skewness have been proposed. The textbook of Albert Waugh 1 for instance presents six different measures of skewness. Other measures of skewness have been proposed by Lindeberg 2 and Lenz 3 . All these measures are zero when the distribution is symmetric, but any of them may be zero also when the distribution is unsymmetric. I shall here present some measures of skewness which are zero when and only when the distribution is symmetric. 相似文献
4.
L. v. Bortkiewicz 《Scandinavian actuarial journal》2013,2013(1):13-16
Abstract Der Sechste Skandinavische Mathematiker-Kongress (Kopenhagen 1925) hat sich unter anderem mit dem Markoffschen Lemma 1 beschäftigt, und auf diesem Kongress hat Dr. phil. RAGNAR FRISCH im Anschluss an ein Referat von Prof. Alf Guldberg in einem besonderen Referat den Beweis geliefert, dass die in Frage stehende Ungleichung im allgemeinen Fall keine »Einengung» zulasse. 2 Der Beweis ist schlüssig, aber er kann, wie mir scheint, einfacher erbracht werden. 相似文献
5.
Reinh. Palmqvist 《Scandinavian actuarial journal》2013,2013(3-4):152-163
Abstract To the Scandinavian Life Insurance Congress in Oslo 1926 an investigation into the mortality of annnitants was presented by thirteen Swedish Life Insurance Companies1 相似文献
6.
Sven Palme 《Scandinavian actuarial journal》2013,2013(4):286-288
Abstract Im Jahre 1928 hat Frau Dr. H. Pollaczek-Geiringer 2 in dieser Zeitschrift einen Konvergenzbeweis für die Charlier'sche B-Reihe unter der folgenden Voraussetzung bewiesen: 相似文献
7.
Ivar Hesselberg 《Scandinavian actuarial journal》2013,2013(1):44-45
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9.
J. F. Steffensen 《Scandinavian actuarial journal》2013,2013(1):73-91
Abstract The late Professor T. N. THIELE has pointed out, 1 that a given correlation may sometimes be brought to vanish by a suitable linear transformation of the coordinates. Unfortunately his indications in this respect are very brief; and as the subject is not treated by means of frequency-surfaces, but only by a consideration of the first few moments (or rather “half-invariants ” 2 ) in a particular numerical case, his efforts have not resulted in establishing a correlation-formula which alone, by comparison with the observations, could prove his assertion right or wrong. I therefore propose to resume the subject, beginning with a few remarks on frequency-distributions with one single variable, and repeating, for the sake of completeness, a certain amount of known matter. 相似文献
10.
Gunnar Trier 《Scandinavian actuarial journal》2013,2013(3-4):162-167
Abstract This note is merely intended to supplement the remarks on the reduced number of deaths made by Olav Aabakken III his paper in this number of the journal 1 . 相似文献
11.
Walter Andersson 《Scandinavian actuarial journal》2013,2013(1-2):16-31
Abstract 1. In 1905 Charlier outlined some methods for the expansion of functions in series. 1 Particularly he was dealing with frequency functions, but the method has a more general application. As is well known there were two kinds of developments considered, namely in terms of the differentials and in terms of the differences of a conveniently chosen developing function. The outstanding examples are — respectively — the expansions of the so called types A and B. The difference series has later gained a special attention by its deduction being attached to the theory for generating functions. 2 The true pivotal function in this respect seems, however, to be the moment generating function. In the following notes it will be shown that the differential series as well as difference series built up by the advancing and the central differences are obtainable in a similar way. By employing some convenient cumulants the different expansions can be written down compactly in symbolic forms which reveal their mutual formal relations. It will further be observed that Charlier's method of expansion is the inversion of a method indicated by Abel. 相似文献
12.
J. F. Steffensen 《Scandinavian actuarial journal》2013,2013(1):147-152
Abstract It is well known, that Charlier has suggested to develop a frequency-function f(x) in a series of the form where ?(x) stands for a particular, given frequency-function, while the symbol ? denotes the ascending difference, that is ??(x)=?(x)-?(x-1). In the form proposed by Charlier this method is open to objections of which he is partly himself aware; the chief objecti.on being, that no account is taken of questions of convergence. It seems, therefore, of interest to examine what becomes of the method, if it is not carried beyond legitimate bounds. In doing so, I shall try to simplify the determination of the constants, a problem which has been attacked by Charlier 1 himself, and by N. R. Jørgensen 2 in a special case. For this purpose I avail myself of a class of symmetrical functions of the observations for which I have proposed the name of “factorial moments” and the systematical use of which I recommended in my paper “Factorial Moments and Discontinuous Frequency-Functions”. 3 I shall assume, that the reader is familiar with the notation employed in that paper which differs in some respects from the usual notation of moments. 相似文献
13.
Hans Wyss 《Scandinavian actuarial journal》2013,2013(4):278-285
Abstract In den Mitteilungen schweizerischer Versieherungsmathematiker 1 hat H. CHRISTEN eine eingehende Arbeit über das Zinsfussproblem veröffentlieht, zu dem er eine sehr gute Lösung beigetragen hat. Die Hauptergebnisse seiner Untersuehullg hat er aueh in der Skandinavisk Aktuarietidskrift 2 mitgeteilt. 相似文献
14.
W. Simonsen 《Scandinavian actuarial journal》2013,2013(1-2):73-89
In a previous paper 1 some results concerning numerical differentiation of functions of a single variable were obtained on the basis of the important investigation by W. Barrett 2 , which involved, inter alia, a considerable simplification of the form of remainder-terms of various formulae for numerical differentiation. The object of the present paper will be an extension of the results obtained for functions of a single variable to functions of several variables in the case of a regular distribution of the points at which the functional values are supposed to be given. 相似文献
15.
Alfred J. Lotka 《Scandinavian actuarial journal》2013,2013(1):51-63
The problem of industrial replacement has been attacked on an essentially empirical basis by various writers, more especially and quite lately by E. B. Kurtz 1 But its mathematical analysis, which is quite within the range of modern technique, has not in prior publications 2 been advanced to the point at which it becomes applicable to Kurtz's data. The requisite analysis is, as a matter of fact, readily conducted by methods very similar to those applicable to certain problems of population growth and structure, which indeed closely resemble the problem of industrial replacement. 3 相似文献
16.
Reinh. Palmqvist 《Scandinavian actuarial journal》2013,2013(3-4):164-171
Abstract 1. Dans une note dans ce journal M. Poukka 1 a employé pour construire des formules, dormant approximativement le ehangement d'une rente viagère en augmentant ou diminuant le taux d'intérêt, le procédé de M. Lindelöf 2 de rendre meilleur la convergence d'une série par la substitution de la variable x par une fonction formant une représentation conforme d'une aire plus grande que le cercle de convergence |x| < R de la série (1) sur ce cercle. 相似文献
17.
Malcolm Campbell 《Scandinavian actuarial journal》2013,2013(1):95-96
1. Introductory. In the empirical study of demand behaviour, as in other investigations into economic factors and their interrelations, the main statistical tool has been the mean square (m. sq. 1 ) method of regression. 2 It is equally well known, however, that this method has met much criticism. No doubt there are still many questions to discuss in this field. 相似文献
18.
E. Lykke Jensen 《Scandinavian actuarial journal》2013,2013(3-4):144-147
Abstract In a recently published article Block has given the optimum points of stratification when the stratification variable and the estimation variable follow a two-dimensional logarithmic normal distribution. 1 相似文献
19.
Gunnar Trier 《Scandinavian actuarial journal》2013,2013(1):143-174
I. Introduction. In 1933 O. Aabakken in this journal 1 dealt with the collective (group) pensions insurance in Norway and especially with the technical basis — K 1931 — which was adopted in 1931 by the life offices in common for this branch of insurance. This basis was worked out from the experiences since 1917, when collective pensions insurance was introduced in Norway. When the National old-age insurance was introduced in 1936, the life offices adopted some new collective pensions benefits which could be employed in the cases where an adjustment to the National old age insurance was desirable. O. Böe has described the mode of adjustment. 2 相似文献
20.
W. Doeblin 《Scandinavian actuarial journal》2013,2013(1):211-222
1. Introduction. Divers problèmes de Physique et de Calcul des Probabilités conduisent à des sehémas de mouvements aléatoires, régis par l'équation de Chapman, dans lesquels un certain point mobile ne se déplaee qu'un nombre fini de fois et reste immobile entre les instants aléatoires auxquels ont lieu les sauts. Dans la théorie des variables aléatoires indépendantes ces schémas donnent lieu à des lois de probabilité généralisant la loi de Poisson (cf. p. e. Khintchine) 1 . Ils se présentent très naturellement dans le cas où le nombre des positions que le point mobile peut occuper est fini, et les distributions de probabilité qu'on rencontre ainsi ont été étudiées par MM. Kolmogoroff 2 , Fréchet 3 et Hostinský. 4 On comprend très aisément que dans un mouvement où il n'y a qu'un nombre fini de déplacements il n'y a pas lieu d'attacher de l'importance à la structure topologique de l'espace dans lequel a lieu le mouvement et, effectivement, M. Pospísil 5 a, en généralisant les méthodes de M. B. Hostinsktý, étudié des mouvements ayant lieu dans des espaces abstraits quelconques, mais dans cette étude, on est obligé d'opérer avec des fonctions d'ensembles abstraits, des corps d'ensembles etc., ce qui nuit un peu au caractère intuitif du problème. 相似文献