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Long-Tail Longitudinal Modeling of Insurance Company Expenses
Longitudinal Modeling of Insurance Company Expenses This is the abstract for the presentation on long-tail longitudinal ... longitudinal modeling of insurance company expenses. Abstract; 14518 7/30/2010 12:38:00 PM ...- Authors: Edward Frees, Peng Shi
- Date: Jul 2010
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Annuity Valuation with Dependent Mortality
Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity ... annuity values. We discuss a broad class of parametric models using a bivariate survivorship function called ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Credibility Using Copulas
cross-section of risk classes towns with a history of insurance claims available for each risk class. For ... For the marginal claims distributions, we use generalized linear models, an extension of linear regression ...- Authors: Edward Frees, PING WANG
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models
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Research Studies Multiple Lives Dependency Risk In Annuities
Studies Multiple Lives Dependency Risk In Annuities Summary of the SOA's Annuity Valuation with Dependent ... Mortality research report which examines the standard industry practice of assuming independent lives for insurance ...- Authors: Jacques F Carriere, Edward Frees
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Annuities>Pricing - Annuities
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A Hierarchial Model for Micro-level Stochastic Loss Reserving.
micro–level stochastic model for the run–off of automobile insurance claims. The analysis uses policy exposure ... company in Singapore. The data are from the General Insurance Association 'GIA' of Singapore, an organization ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
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Examining Changes in Reserves Using Stochastic Interest Models
Stochastic Interest Models This paper focuses on the fact that life and annuity reserves that are determined ... determined from discounted case flows mask the dynamic nature of interest rates. To study this effect in ...- Authors: Edward Frees, Siu-Wai Lai
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Estimating Densities of Functions of Observations
Densities of Functions of Observations This paper introduces density estimation for functions of observations ... observations. The nonparametric density estimates are introduced and certain computational issues are discussed ...- Authors: Edward Frees
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Stochastic Life Contingencies with Solvency Considerations
Considerations This paper addresses the extension of the theory of life contingencies to a stochastic ... surplus. A discussion of the paper follows. From Transactions of Society of Actuaries 1990, Vol. 42 ...- Authors: Daniel Dufresne, Edward Frees, Elias Shiu
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies; Financial Reporting & Accounting
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Household's Life Insurance Demand - a Multivariate Two Parts Model
Household's Life Insurance Demand - a Multivariate Two Parts Model This is the abstract ... Multivariate Two Parts Model This is the abstract for the paper on a household's life insurance demand ...- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2010
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General Insurance Deductible Ratemaking with Applications to the Local Government Property Insurance Fund
Applications to the Local Government Property Insurance Fund This paper provides an overview of deductible ... deductible ratemaking , and the pros and cons of various approaches under different parametric models are compared ...- Authors: Gee Lee, Edward Frees
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance