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On Estimation of Parameters of the Pareto Distribution
On Estimation of Parameters of the Pareto Distribution The two-parameter Pareto distribution is a commonly ... reliability and risk modeling. Minimum variance unbiased estimates of the parameters of Pareto distribution ...- Authors: Rohan J Dalpatadu, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Efficient Estimation of Ultimate Ruin Probability
Efficient Estimation of Ultimate Ruin Probability This paper presents an unbiased, consistent and asymptotically ... estimator based on importance sampling variance reduction technique in the framework of Monte Carlo simulation ...- Authors: Miguel Usabel
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods
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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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A Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson
Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson ... has to be added to the probability of ruin by n claims to obtain the probability of ultimate ruin.- Authors: William A Bailey
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Estimation methods
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Representative Interest Rate Scenarios
flexible solution to the time and resource problems of running a large number of stochastic interest rate ... consists of 30 future spot yield curves, where a reasonable number of points are specified on each curve ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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A Claim Reserve System
estimates of the unpaid portion of claims which have been incurred over a given period of time, making ... making use of information on numbers of claims and amounts paid on claims as of the valuation date. In this ...- 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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Interval Estimates for Risk Loads for Insurers
Interval Estimates for Risk Loads for Insurers In Volume LXXV of the Proceedings there appeared a paper ... paper entitled Risk Loads for Insurers by Feldblum. Confidence intervals for the betas in TABLE 4 [Profit ...- 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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Minimum Quadratic Distance Estimators for the Zeta Parametric Family
Distance Estimators for the Zeta Parametric Family This is the abstract of the paper Minimum Quadratic ... Estimators for the Zeta Parametric Family. In this paper, we propose a new estimator, based on quadratic ...- Authors: Louis G Doray
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Stochastic models
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Representative Interest Rate Scenarios
flexible solution to the time and resource problems of running a large number of stochastic interest rate ... consists of 30 future spot yield curves, where a reasonable number of points are specified on each curve ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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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