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On the Balducci Hypothesis
On the Balducci Hypothesis This article investigates the simplicity of the Balducci hypothesis, and ... and compares the fractional-age death probability given by three widely used assumptions: uniform distribution ...- Authors: Ho Kuen Ng
- Date: Jan 1988
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Stochastic models
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The Uniform Distribution of Deaths Assumption and Probability Theory
The Uniform Distribution of Deaths Assumption and Probability Theory The purpose of this note is to ... formulas of life contingencies can be derived almost painlessly under the uniform distribution of deaths ...- Authors: Hans U Gerber, Donald A Jones
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Demography for Actuarial Students
will focus on six ideas from demography. They all can be useful to an actuary, yet none of them would ... would be considered at any length if the actuary didn’t study demography. Annuities;Assumptions;Birth ra ...- Authors: John A Beekman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Markov Chain
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More On A Classic Inequality
More On A Classic Inequality Actuarial literature in the twenty-five years includes discussions of a well ... well known inequality. Among the recent papers on various aspects of this classic result are those by ...- Authors: Barnet N Berin, James C Hickman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Experience Studies & Data>Mortality
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A General Model For Life Contingencies
A General Model For Life Contingencies This paper discusses a general model for calculating life ... formulation of the model and net reserves and contingency reserves. Contingencies;Premiums;Risk theory; ...- Authors: Hans U Gerber
- Date: Jan 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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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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Robust Mortality Estimation
and amounts of insurance. This paper investigates the properties of estimators based on lives, amounts ... provide the best estimator, even when there is a moderate dependence of mortality rates on amounts of insurance ...- 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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Bayesian Bivariate Graduation and Forecasting
Bayesian Bivariate Graduation and Forecasting In this paper we shall ... present our results in terms of the estimation of human mortality rates, but the results carry over to other ...- 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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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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Robustness of Moving Weighted Average Graduation Formulas
Robustness of Moving Weighted Average Graduation Formulas The theory underlying the Moving Weighted ... restated in the language of linear algebra which provides for an enrichment of the family of formulas.- Authors: Donald A Jones
- Date: Mar 1979
- 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