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Estimation of Select and Ultimate Mortality Rates by Least Squares
Estimation of Select and Ultimate Mortality Rates by Least Squares The purpose of this paper is to introduce ... parameters of mortality curves and discuss the advantages of this method. Mortality rates=Mortality tables=Death ...- Authors: Aaron Tenenbein
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Regression analysis
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Bayesian Bivariate Graduation and Forecasting
our results in terms of the estimation of human mortality rates, but the results carry over to other applications ... methods;Cancer;Estimation methods;Life insurance;Mortality rates=Mortality tables=Death rates ;Statistical methods; ...- Authors: James C Hickman, Robert B Miller
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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Assessing Risk for Insurance Funded by Zero Coupons with Stochastic Interest Rates
moments of insurance assuming various discrete mortality models with interest rates that follow an autoregressive ... annuities and life insurance assuming a discrete mortality model with interest rates driven by a normal ...- Authors: H Tolley, HENRY CONRAD WURTS
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Analyzing Accident Benefit Data Using Tweedie's Compound Poisson Model
Analyzing Accident Benefit Data Using Tweedie's Compound Poisson Model Following Jorgensen ... Tweedie's Compound Poisson Model Following Jorgensen and Paes De Souza 1994, Tweedie's compound ...- Authors: Mary Kelly, Bent Jorgenson
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Demography for Actuarial Students
mathematical model, students can project a country's population forward 25, 59, 75 even 100 years. This ... rth rates;Contingencies;Markov Chain;Mortality rates=Mortality tables=Death rates ;Social Security; ...- Authors: John A Beekman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Markov Chain
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Robustness of Moving Weighted Average Graduation Formulas
Robustness of Moving Weighted Average Graduation Formulas The theory underlying the Moving Weighted ... 100 simulated data sets is provided. Mortality rates=Mortality tables=Death rates ;Statistical methods; ...- Authors: Donald A Jones
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods
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Interactive Instructional Software for Actuarial Mathematics
fractional age assumptions. Survivor Probabilities Table 3.1.2 summarizes ways to characterize the distribution ... time-until-death random variable. One approach to making that table dynamic is depicted in Figure 2, which gives four ...- Authors: Donald A Jones, Arnold Shapiro
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>General business skills
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Technology & Applications>Computer science
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Comparing Needs for Initial Surplus in Collective Risk Models
papers have presented methods for ap- proximating ¢(u), the infinite time ruin function. Goovaerts and ... algorithm to obtain upper and lower bounds on ¢(u), and hence on the error in the approximation. They ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Immunization Under Stochastic Models of the Term Structure
(b) The price P(t,s) at time t of a pure discount bond which matures at time s (t<~s) is determined by ... assessment at time t, of the segment /r~T'l. t < T< s} of the spot rate process over the term of the bond ...- Authors: Phelim Boyle
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Modeling & Statistical Methods>Stochastic models
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On The Numerical Evaluation of Survival Probabilities
|i x Till- equation satisfied by the probability U(w,t) surviving at least t timo intervals given that ... be written down as follows : U(w,t) « F(w + (1 + n)t,t) - (1 + n) /q U (o , t - t ) f (w + (1 + n)T,x)dT ...- Authors: Marc Goovaerts
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models