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Estimators of the Regression Parameters of the Zeta Distribution
Estimators of the Regression Parameters of the Zeta Distribution The zeta distribution with regression ... because of the difficulty of estimating the parameters by traditional maximum likelihood. This is the abstract ...- Authors: Louis G Doray
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Model for Analyzing the Impact of Selective Lapsation on Mortality
for Analyzing the Impact of Selective Lapsation on Mortality This is the abstract of a paper that presents ... examining the effect of various relationships between mortality rates and lapse rates on the mortality ...- Authors: Bruce Jones
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Predicting the time of the highest gain for the money makers
Predicting the time of the highest gain for the money makers View the 2019.1 Actuarial Research Conference ...- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
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A Stochastic Definition of Future Shares
Definition of Future Shares This is the abstract of the paper 'A Stochastic Definition of Future Shares' ... Shares'. The traditional definition of actuarial future values and stochastic definition of Ramsay are ...- Authors: José Garrido
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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On the Confidence Interval of Black-Scholes Model
On the Confidence Interval of Black-Scholes Model This is the abstract of a paper that derives expressions ... expressions for the moments of the distribution of the option payoff in a Black Scholes economy. These results ...- Authors: Phelim Boyle, Hailiang Yang
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Dynamic Financial Analysis of Property-Liability Insurance Companies
The Dynamic Financial Analysis of Property-Liability Insurance Companies This is the abstract of a paper ... model that will provide insight into the true inherent value of a property-liability insurance company ...- Authors: Richard Gorvett
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Second Order SDE for the Force of Interest
for the Force of Interest This is an abstract of the paper A Second Order SDE for the Force of Interest ... Interest. In this paper, the author models the force of interest by a linear second order stochastic differential ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities
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Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments
Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments 3/13/2019 12:00:00 ...- Authors: Vytaras Brazauskas
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Actuarial Research Clearing House (ARCH) 1988 Vol. 2 - Estimating the Volatility of Discrete Stock Prices
Clearing House (ARCH) 1988 Vol. 2 - Estimating the Volatility of Discrete Stock Prices Abstract to research ... research paper which introduces estimators of stock price volatility. 328 1/1/1988 12:00:00 AM ...- Authors: Edward Frees, D Chinhyung Cho
- Date: Jan 1988
- Publication Name: Actuarial Research Clearing House
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A model for pricing under competition
A model for pricing under competition This is the abstract of a preliminary report on a research project ... project about the applications of dynamical systems theory in actuarial science. The project is funded ...- Authors: Claude Pichet
- Date: Jan 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models