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The Distribution of Aggregate Life Insurance Claims
The Distribution of Aggregate Life Insurance Claims This paper demonstrates the calculation of the moments of the distribution of aggregate life insurance claims from seriatim inforce data, ...- Authors: Thomas Edwalds
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods>Stochastic models
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Credibility Using Copulas
Credibility Using Copulas This paper develops credibility using a longitudinal data framework. In a longitudinal data framework, one might encounter data from a cross-section of risk classes ...- Authors: Edward Frees, PING WANG
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models
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Current Board of Governors Issues of Interest to Academic Actuaries
Current Board of Governors Issues of Interest to Academic Actuaries Discusses four areas of interest: Alternative Examination References, Validation by Educational Experience, Academic Program ...- Authors: Richard (Dick) L London
- Date: Aug 2004
- Competency: Professional Values
- Topics: Actuarial Profession>Qualifications
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Editor's Comments
Editor's Comments This article comments on the editorial policies of the Actuarial Research Clearing House publication. 849 1/1/2006 10:32:00 AM ...- Authors: Charles S Fuhrer, Arnold Shapiro
- Date: Jan 2006
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Ascertainment Bias in Estimating Rates of Onset of Early-Onset Alzheimer's Disease: A Critical Illness Insurance Application
Ascertainment Bias in Estimating Rates of Onset of Early-Onset Alzheimer's Disease: A Critical Illness Insurance Application Presentation on estimating rates of early-onset ...- Authors: Carolina Espinosa Castaneda
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Health & Disability>Health insurance; Health & Disability>Health risks
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Fuzzy Volatility Forecasts and Fuzzy Option Values
Fuzzy Volatility Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference held on August 10-12, 2006 in Montreal, Canada. Fuzzy set theory is incorporated into ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
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Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal reinsurance by proposing another model for ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
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Economic Capital and Regulation of Banks and Insurers
Economic Capital and Regulation of Banks and Insurers In many countries, insurers and banks are separately regulated. In some countries, banks and insurers are not allowed to be part of the same ...- Authors: Min Yang
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Public Policy
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Using Reversible Jump MCMC to Account for Model Uncertainty
Using Reversible Jump MCMC to Account for Model Uncertainty When fitting a model to any data, there is some uncertainty about which model is best. Green [1995] quantifies this uncertainty through ...- Authors: Brian Hartman, Jeff R Hart
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods>Markov Chain
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Optimality of General Reinsurance Contracts under CTE Risk Measure
Optimality of General Reinsurance Contracts under CTE Risk Measure This abstract is for a paper that addresses the problem of optimal reinsurance design using the criterion of minimizing the ...- Authors: Ken Seng Tan, Yi Zhang, Chengguo Weng
- Date: Nov 2008