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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
  • Balducci and the Uniform Distribution of Deaths Hypothesis
    Balducci and the Uniform Distribution of Deaths Hypothesis This paper shows that Balucci hypothesis imposed on a survivorship function over a closed interval is dual to the uniform distribution ...

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    • Authors: Hung-Ping Tsao
    • Date: Jan 1983
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Demography>Mortality - Demography; Modeling & Statistical Methods
  • On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process
    On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process It is assumed that the force of interest varies as an auto-regressive process of order 2, AR[2]. The moments ...

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    • Authors: Colin M Ramsay
    • Date: Jan 1985
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Stochastic models
  • Interest and Mortality Randomness in Some Annuities
    Interest and Mortality Randomness in Some Annuities This paper presents a model is which can be used for certain annuities when interest rates and future lifetimes are random. These can be used ...

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    • Authors: John A Beekman, Clinton P Fuelling
    • Date: Jan 1991
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Annuities>Fixed annuities; Annuities>Individual annuities; Modeling & Statistical Methods>Stochastic models
  • Controversies Surrounding Zillmer Reserves
    Controversies Surrounding Zillmer Reserves This paper addresses controversies related to Zillmer Reserves first proposed in the 1860's and discusses how actuaries can learn form these ...

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    • Authors: William L Roach, Gunnar Alksnis
    • Date: Jan 1991
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Life Insurance>Reserves - Life Insurance
  • 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