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Actuarial Approach to Option Pricing
Actuarial Approach to Option Pricing In this paper we study the pricing of financial options and contingent claims. We show that two time-honored concepts in actuarial science - the Esscher ...- Authors: Hans U Gerber, Elias Shiu
- 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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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique In this paper,we present a method which first converges a two dimensional data to a univariate one ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- 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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Extreme Value Statistics, Resampling, and Insolvency Testing
Extreme Value Statistics, Resampling, and Insolvency Testing By the use of resampling and extreme value statistics we will develop a method to reduce the time and costs of testing insurance ...- Authors: Steven Craighead
- Date: Jan 1996
- 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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Risk and Insurance Student Instruction of DEFRA's Life Expectancy for Installment-Type Distributions Eased by Using LOTUS 1-2-3
Risk and Insurance Student Instruction of DEFRA's Life Expectancy for Installment-Type Distributions Eased by Using LOTUS 1-2-3 The study of Employee Benefits has always been aided by ...- Authors: Will R Bagwell
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Pensions & Retirement>Risk management; Technology & Applications>Analytics and informatics
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Analysis of CCRC Data
Analysis of CCRC Data This paper presents an approach to analyzing continuing care retirement community [CCRC] data, and demonstrates the methods using data from a large CCRC. It is assumed that ...- 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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An Algebraic Reserving Method for Paid Loss Data
An Algebraic Reserving Method for Paid Loss Data Sooner or later a casualty actuary is confronted by the question, Given a history of paid loss amounts by calendar year, what should reserves be? ...- Authors: Alfred Weller
- Date: Jan 1996
- 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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The Comparison of Group Life Benefit Schedules
The Comparison of Group Life Benefit Schedules Group life insurance often represents an important component of the typical employee benefit package. The purpose of the present paper is to explore ...- 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
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A General Framework for Financial Decisions
A General Framework for Financial Decisions This paper presents a generalization of the principal current methods of financial decision making. In the way physical sciences benefit from new ...- Authors: Oakley E Van Slyke
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Best practices; Economics>Financial economics
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An Investment Actuary's Approach to ALM
An Investment Actuary's Approach to ALM This paper is to some extent a sequel to my previous paper A Bond Manager's Method for ALM published in Actuarial Research Clearing House ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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The Effect of the Deductible on the Average Claim Size
The Effect of the Deductible on the Average Claim Size It is obvious that the introduction of a deductible has two major effects. The amount paid for every claim will drop, resulting in a lower ...- Authors: T Varga
- Date: Jan 1996
- 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>Risk measurement - Finance & Investments