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New Salary Functions for Pension Valuations
they are used in the valuation of pension plans. Pension actuaries may find many of the ideas in this article ... Moreover, the paper may be interesting to researchers in actuarial science. The main conclusion of this paper ...- Authors: Jacques F Carriere, Kevin Shand
- Date: Jan 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods
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Nonparametric Estimators of a Distribution Function Base on Mixtures of Gamma Distributions
Nonparametric Estimators of a Distribution Function Base on Mixtures of Gamma Distributions This paper ... nonparametric estimators of the distribution function that are based on mixtures of gamma distributions when ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Concomitant Information in a Bivariate Model of Claim Frequencies and Severities
Concomitant Information in a Bivariate Model of Claim Frequencies and Severities Develops a statistical ... distributions of claims in presence of covariates, which allows for a more accurate study of insureds' ...- Authors: Jacques F Carriere, Gabriel Escarela
- Date: Aug 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods
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A Mixed Lognormal Estimator of a Risk Distribution
Lognormal Estimator of a Risk Distribution This paper discusses a mixed lognormal estimator of a risk distribution ... distribution. Using the observed claim frequencies of a portfolio, the author presents a continuous nonparametric ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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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 ... explains the pattern of mortality for select and ultimate mortality tables. Specifically, the author modeled ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Select and Ultimate Parametric Model
that explains the pattern of mortality for the female and male mortality rates of the 1975–80 Select ... predict the select mortality rates beyond the 15-year select period and because it can predict the select ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession
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Dependent Decrement Theory
Theory This paper presents well-known results in the theory of dependent competing risks that are fundamental ... a dependent-decrement theory. From the Transactions of Society of Actuaries 1994, Vol. 46. N/A; 2732 ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession
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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions In 1993 ... 1993, the Chicago Board of Trade introduced a futures contract on a financial index that reflects the insurance ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- 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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Self-Financing Markets and Eventual Arbitrage
This paper argues that the self-financing axiom with mild assumptions on the conditional expected returns ... is accomplished by minimizing the conditional variance of a trade when the conditional expectation is a ...- Authors: Jacques F Carriere
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Mixed Lognormal Distributions
Distributions In this paper, the unconditional probability density functions of portfolio claim amounts ... assumed risk distributions are found. From the Actuarial Research Clearing House 1994 Vol. 2 .- Authors: Jacques F Carriere, Christina Ho
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods