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Minimum Quadratic Distance Estimation for the Proportional Hazards Regression Model with Group Data
Minimum Quadratic Distance Estimation for the Proportional Hazards Regression Model with Group Data ... Cox's proportional Hazards model. We assume that the data available are already grouped and develop a ...- Authors: Jacques Rioux, ANDREW LUONG
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis
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Cramér-von Mises Estimation Based on Probability Generating Functions and Box-Cox Transform for Count Data
Cramér-von Mises Estimation Based on Probability Generating Functions and Box-Cox Transform for Count ... describes a paper that considers an alternative way of estimating distribution parameters for nonnegative ...- Authors: Claire Bilodeau, ANDREW LUONG
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Minimum Cramér-Von Mises Estimators and their Influence Function
Function This paper considers the problem of parametric estimation of loss distributions in a very general ... uses the minimum distance method with the Cramér-von Mises statistic as the particular choice of distance ...- Authors: Thierry Duchesne, Jacques Rioux, ANDREW LUONG
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Minimum Quadratic Distance Estimation for A Parametric Family of Discrete Distributions Defined Recursively
Estimation for A Parametric Family of Discrete Distributions Defined Recursively The minimum distance estimator ... estimator proposed allows for the selection of the best fitting family member without prior distributional assumptions ...- Authors: José Garrido, ANDREW LUONG
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Modeling efficiency
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Estimation and Pricing with a Diffusion Model with Jumps
Estimation and Pricing with a Diffusion Model with Jumps This abstract describes a paper that looks ... describes a paper that looks at ways of pricing options under the enhanced diffusion Model. Diffusio ...- Authors: Claire Bilodeau, ANDREW LUONG
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments