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  • Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian Data
    Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian Data The main aim of this paper is to apply some of the techniques of modern time series and ...

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    • Authors: Michael Sherris, Ben Zehnwirth, Leanna Tedesco
    • Date: Jan 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Stochastic models
  • A Solution of Defective Renewal Equations with Applications to Ruin Theory
    A Solution of Defective Renewal Equations with Applications to Ruin Theory This paper presents an approach in which a defective renewal equation is solved in terms of a related compound geometric ...

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    • Authors: Gordon E Willmot, Xiaodong Sheldon Lin
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • Bounding and Asymptotic Behavior of Ruin Probabilities In Collective Risk Theory: Final Report III
    Bounding and Asymptotic Behavior of Ruin Probabilities In Collective Risk Theory: Final Report III The results obtained during the last one-third of the research project and the project at whole ...

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    • Authors: Vladimir Kalashnikov
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • An Econometric Forecasting for the Social Security Trust Funds
    An Econometric Forecasting for the Social Security Trust Funds The financing for Social Security is a pay-as-you-go system, rather than the full-reserve system utilized in private insurance, and ...

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    • Authors: H Shawn Lin
    • Date: Jan 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Forecasting
  • Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
    Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study In this paper, we propose measures of the risk that the value of the liabilities ...

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    • Authors: Jacques Janssen, Griselda Deelstra
    • Date: Jan 2002
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods
  • A Twelve Parameter Model of Select Mortality Rates
    A Twelve Parameter Model of Select Mortality Rates The purpose of this paper is to present a parsimonious parametric model that explains the pattern of mortality for select and ultimate mortality ...

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    • Authors: Jacques F Carriere
    • Date: Jan 1994
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • A Note On Model Year Rating
    A Note On Model Year Rating This paper discusses the validity of model year rating for private passenger automobile coverages other than physical damage. While the techniques employed are ...

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    • Authors: Edward P Lotkowski, Leonard T Guarini
    • Date: Jan 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
  • An Alternative Method for Least-Squares Fitting of Parametric Survival Models
    An Alternative Method for Least-Squares Fitting of Parametric Survival Models The authors offer a method for estimating parameters for well-known three-parameter models of force of mortality. The ...

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    • Authors: Rohan J Dalpatadu, Malwane M Ananda, Anita Singh
    • Date: Jan 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • The Practical Use of Recursive Functions
    The Practical Use of Recursive Functions This paper discusses some powerful uses of recursive functions, including: 1. Universal life, both for the calculation of target premiums and reserves.

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    • Authors: L Giles
    • Date: Jan 1993
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Life Insurance>Universal life; Life Insurance>Whole life
  • Estimating Accident Incurred Loses from Calendar Year Paid Losses
    Estimating Accident Incurred Loses from Calendar Year Paid Losses This paper provides a description of a method that one can use to develop an estimate of accident year incurred losses if the ...

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    • Authors: Richard V Atkinson
    • Date: Jan 1993
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Health & Disability>Accident insurance