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Currency Risk Models in Insurance: A Mathematical Perspective
Currency Risk Models in Insurance: A Mathematical Perspective This is the abstract of a paper ... "Siegel paradox" which we describe be(:ause it h~s confused soInc readers of the 1970 era currency risk ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Actuarial Research Clearing House ARCH 1982 Vol. 1 - Statistical Theory of a Simulation Scheme for Determining the Surplus Needs of a Life Insurance Company
Bivariate Distribution Family with Specified Marg inal s" , JASA Vol. 76 no. 373, March 1981. 2. Tenenbein ... about. There is T and there is p s' Now let me explain what T is, P s is a little more difficult to ...- Authors: Aaron Tenenbein
- Date: Jan 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Nonparametric Tests for Heterogeneity of Risk
M;~ in terms of M N we let t=ln(l+s) and find that M~(s) = M~v(ln(1 +s)). (4) We have just proved that ... Now let ~.={bt~} with T and let = bt£b (~s) where D:D(~) . If T--+~ then by a strong law of ...- Authors: Jacques F Carriere
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Classical Definition of Compound Interest is Adequate
The Classical Definition of Compound Interest is Adequate It is the purpose of this paper to demonstrate ... o(t) for a period of £ years J£o(t)dt where 0 s £ s I, yields a(£) = e0 If this amount is withdrawn ...- Authors: Murray Silver, Bob A Hedges
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk
Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk This paper ... Vlgue VIluo References Robbins, E.L., Cox, S. H., and Phillips, R.D. 1997. "Applications of Risk ...- Authors: Beda Chan
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Nonparametric Estimators of a Distribution Function Base on Mixtures of Gamma Distributions
function hn(t)=log,(E(exp(tZn))) we find that An(t)= .s × (tl~.)2 × ^ .,{~(0,t~;lu-~/2)) where ~(0,t~;~n-~l ... true for the moment-type estimator. o • kda(~/~S~)= .~ ~*~C(~)= Proof: Let k-=l,...,2p-1. Then rhk= ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods