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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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Parametric Models for Life Tables
Parametric Models for Life Tables This ... paper presents a general law of mortality that is equal to a mixture of Gompertz, Weibull, Inverse-Gompertz ...- Authors: Jacques F Carriere
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods>Forecasting
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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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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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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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Estimation of a Multivariate Copula
Estimation of a Multivariate Copula This paper develops the formula for estimation of multivariate copula ... results can be applied to the estimation of correlation coefficients. From the Actuarial Research Clearing ...- 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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A Continuous Estimator of a Mixing Distribution
Continuous Estimator of a Mixing Distribution This article discusses a continuous estimator of a mixing distribution ... distribution. Specifically the estimator investigated is a mixture of gamma distributions whose parameters ...- 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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Research Studies Multiple Lives Dependency Risk In Annuities
Summary of the SOA's Annuity Valuation with Dependent Mortality research report which examines the standard ... standard industry practice of assuming independent lives for insurance products that cover multiple lives ...- Authors: Jacques F Carriere, Edward Frees
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Annuities>Pricing - Annuities
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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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Blending Census and Medicare Mortality Rates
Blending Census and Medicare Mortality Rates This paper presents a new method for blending census and ... Medicare mortality rates for the U.S. Decennial Life Tables. From the Actuarial Research Clearing ...- Authors: Jacques F Carriere
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data; Social Insurance>Medicare