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Currency Risk Models in Insurance: A Mathematical Perspective
Currency Risk Models in Insurance: A Mathematical Perspective This is the abstract of a paper that considers ... two-country model of exchange rate dynamics in which interest rates are stochastic. Special cases of this model ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Assessing longevity risk with generalized linear array models
Assessing longevity risk with generalized linear array models This is an abstract for a research paper ... paper that compares the generalized linear array model [GLAM] and Lee-Carter models by fitting them to ...- Authors: Jillian Falkenberg
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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A Virtual Climate Library of Surface Temperature over North
A Virtual Climate Library of Surface Temperature over North This abstract describes a paper that produces ... produces a high-resolution, 100-member simulation of surface atmospheric temperature over North America ...- Authors: Vytaras Brazauskas, Paul Roebber
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Abstracts
Abstracts Abstracts of various papers published in ARCH 1983 Vol. 1 Analytics and informatics; 17659 ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions ... payments in an insurance risk model driven by a spectrally negative Levy process of bounded variation.- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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A Family of Fractional Age Assumptions
A Family of Fractional Age Assumptions This is an abstract of a 1998 presentation from the 33rd Annual ... Actuarial Research Conference that introduces a family of fractional age assumptions and discusses its usefulness ...- Authors: Bruce Jones
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Multivariate Analysis of Intercompany Loss Triangles
A Multivariate Analysis of Intercompany Loss Triangles This abstract describes a paper that proposes ...- Authors: Peng Shi
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Credibility and Persistency
Credibility and Persistency This abstract introduces the paper which uses credibility theory to analyze policyholder ... is assumed that persistency depends on the difference between the premium charge and anticipated claims ...- Authors: Virginia Ruth Young
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Credibility Models: An Estimating Function Approach
Credibility Models: An Estimating Function Approach Abstract ... for the paper which gives a unified approach to modern credibility models by using the theory of estimating ...- Authors: Harry H Panjer, David X Li
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Fourier inversion formulas in option pricing and insurance
compute prices of puts and calls, some using Parseval’s theorem. The expected value of max[S K,0] also ... also arises in excess-of-loss of stop-loss insurance. This is the abstract of a paper that shows that Fourier ...- Authors: Daniel Dufresne, José Garrido, MANUEL MORALES
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods