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The Effect of Removing Cancer as a Cause of Death When it is Correlated with Other Causes
The Effect of Removing Cancer as a Cause of Death When it is Correlated with Other Causes ... Clearing House 1994, VOL. 1. Cancer;Mortality modeling;Population mortality;Stochastic models; 529 1/1/1994 ...- 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 and ... model is useful because it can predict the select mortality rates beyond the 15-year select period and because ...- 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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New Salary Functions for Pension Valuations
Salary Functions 1 In t roduct ion Consider the s tandard salary function, denoted as Sx where x is ... (1.1) Sx Note that we only need the ratio Sy/S, and so Sx can be arbitrar i ly rescaled. Before ...- 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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Concomitant Information in a Bivariate Model of Claim Frequencies and Severities
stwI}wIŁ`nuwIorR| w`pwMstnuvnuwI j/|~|~swIff)zs/ŁzstswI!z~|~wI~Łw ;!O687:9<;>=@ ... Á ý = G7:;>=þ7GZF?EAþ7:= ßcR7GZ7/E! ? ©u;F 7&<LYAþ7GZF=@gZ 7GZ8E!:g<DF= D>ZD:©k=@g<D>L<;F ...- 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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Estimation of a Multivariate Copula
(~ - 0 - ~(v~(~- O) l + I H( , , (x + O) - //(u~(x-6))l <_c/3 +~/3 +~/3 = ~. So Fk(z ) is continuous ... . V. • Let uE R v. Define C-'(I) = P(Jr~X) < u). Then G(w ) is a distribution function with uniform ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods
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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
273 Acknowledgements This working paper w~s typeset using the TF~ typesetting system created by ... referenced doublespace.sty by Stephen Page and smaller, s~y by Berme Cosell. As with any document preparation ...- 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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A Mixed Lognormal Estimator of a Risk Distribution
A Mixed ... matr ix as M~(~) = I ~t ~a2 "" mk+l / th2 ~s "" ink+2 I " i : rhk.~1 r~+2 ..- fn2~,+t (2.2) ... P{t ; ~_). Next calculate r(.~)--(rl ..... rp) 2" u follows "r 1 T2 l"p I 1111 1 I -.. 1 1 r~ ...- 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 Continuous Estimator of a Mixing Distribution
true distribution is not in there parametric clas,s~. Lindsa', (1989) constructed a discrete estimator ... hold. Suppose we observe the frequencies ?,', for s--1 ..... T where T is the number of policies in some ...- 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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Mixed Lognormal Distributions
denoted by h(x) and it is equal to r h(x) = //(,lu) ~U) du, Vxe~+ (1.2) ~R The purpose of this paper ... - a 2 Note that if U ~ N(a, b2), then e u ~ LN(a,b). Recall from (2.1) that e u is the median of the ...- Authors: Jacques F Carriere, Christina Ho
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge
- 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