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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality ... estimates to calibrate the rnodel. Annuities;Annuity valuation;Beneficiaries;Derivatives;Discount rates=Interest ...- 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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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions In 1993 ... portfolio of policies. This article presents a valuation formula for the contract, under the assumption ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Applications of Multidimensional Contingency Tables to the Analysis of Termination Counts In Disability Income Claim Data
Applications of Multidimensional Contingency Tables to the Analysis of Termination Counts ... In Disability Income Claim Data A contingency table is a set of counts or frequencies obtained by classifying ...- Authors: Edward J Seligman
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Disability insurance; Health & Disability>Disability tables; Modeling & Statistical Methods>Stochastic models
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Interval Estimates for Risk Loads for Insurers
Feldblum. Confidence intervals for the betas in TABLE 4 [Profit Margins and Their Standard Deviations ... generate interval estimates for Betas shown in the TABLE 5. N/A; 608 1/1/1995 12:00:00 AM ...- Authors: William E Bailey
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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A Claim Reserve System
A Claim Reserve System All claim reserve systems endeavor to derive estimates of the unpaid portion ... of claims and amounts paid on claims as of the valuation date. In this paper, a claim reserve system is ...- Authors: William A Bailey, Bruce E Nickerson
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Bayesian Bivariate Graduation and Forecasting
projections. Let there be K age groups in a life table. Suppose that for each age group a death rate ... ideas in the context of Bayesian clinical life table analysis. 110 -13- The Posterior Distributions ...- Authors: James C Hickman, Robert B Miller
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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Analysis of CCRC Data
"states", usually six or more. For pricing and valuation purposes, one should be able to estimate the probability ... made available for another resident. If the individual was residing with a spouse, then this may not ...- Authors: Bruce Jones
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Long-term Care>Long-term care facilities & home care; Pensions & Retirement>Retirement risks; Technology & Applications>Analytics and informatics
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Robust Mortality Estimation
the problem of multiple policies on a single individual is el~minated. A second reason is based on ... the deaths by amounts. In his text, Mortality Table Construction (Prentice- Hall, 1978), Batten observes ...- Authors: Stuart Klugman
- Date: Sep 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods
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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
Paper Committee Effective June 8, 1995 179 TABLE OF CONTENTS List of figures and tables Acknowledgements ... between insurance contracts Appendix B: Mortality table CA80-82, male 180 ACKNOWLEDGEMENTS I would ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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The Comparison of Group Life Benefit Schedules
money-purchase pension plan in the sense that each individual receives the benefit of his own contributions ... 1 denotes the multiple of salary for which individual i is covered. One way to measure the difference ...- Authors: Phelim Boyle
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Group plans - Life Insurance