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Modeling Home Equity Conversion Mortgages
process of interest. Our results, summarized in Table 4, show that viable HECM programs can be constructed ... The annual rate of nominal appreciation of individual houses is a key element of the HECM model.- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Experience of Refinanced FHA Section 203 [b] Single Family Mortgages
Experience of Refinanced FHA Section 203 [b] Single Family Mortgages This paper examines ... Administration's [FHA] historical termination data on individual single family mortgages. These FHA data can ...- Authors: Thomas Herzog, James Laverty
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics
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Discrete Multivariate Analysis of Some Actuarial Data
Discrete Multivariate Analysis of Some Actuarial Data This paper shows how discrete ... multivariate analysis or multidimensional contingency table methods may be applied to data arising in actuarial ...- Authors: Thomas Herzog
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Applications of record Linkage Techniques
to relate to the same entity, e.g., the same individual, the same family or the same business. This may ... in bringing together the records for the same individual entities. Such a linkage is known as an exact ...- Authors: Thomas Herzog, william erwin winkler, Fritz J Scheuren
- Date: Feb 2007
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Technology & Applications>Analytics and informatics
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Modeling Home Equity Conversion Mortgages
Appreciation The annual rate of nominal appreciation of individual houses is a key element of the HECM model. ... and (2) the expense of annual appraisals on individual houses makes the attain- ment of a reliable ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Analyzing Recent Experience on FHA Investor Loans
our automated database, we needed to examine individual casebinders j to do so. As a result, we constructed ... pub- lished paper which describes a study of individual loans identified as investor loans. 1.4 An ...- Authors: Thomas Herzog
- Date: Oct 1988
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods; Public Policy
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Applications of Capture-Recapture Methods
contingency table with one missing value denoted by 22x : TABLE 1 Basic 2-by-2 Contingency Table Second ... data in Table 2 below, a table similar to Table 6.2-1 in Bishop, Fienberg, and Holland. Table 6.2-1 is ...- Authors: Thomas Herzog
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Bayesian Graduation of FHA/HUD Single Family Home Mortgage Insurance Contracts
(Herzog [1981]), we constructed a survivorship table for Section 203 single-family home mortgage insurance ... mechanical. The Section 203 survivorship table constitutes Table 11 the two sets of predicted Section ...- Authors: Thomas Herzog
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
known or assumed individual characteristics, while si- multaneously developing a table that is as close ... close as possible to a given standard mortality table. • How to graduate or smooth observed insurance ...- Authors: Bradley P Carlin, Beda Chan, Thomas Herzog, William L Roach, Elias Shiu, Patrick L Brockett, Josh Babier, Wojciech Szatzschneider, E S Rosenbloom
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Modeling & Statistical Methods
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Credibility: The Bayesian Model versus Bühlmann's Model
summarize the results just obtained in column 2 of Table 1. TABLE 1 INITIAL PURE PREMIUM ESTIMATE i1) (2) ... the result of adding the entries in column 3 of Table 1. We may also write E[X~] as: 2 2 E[X~] = ...- Authors: Thomas Herzog
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods