11
-
17
of
17
results (0.41 seconds)
Sort By:
-
Cox, Ingersoll and Ross Models of Interest Rates
complicated. If I work with this process, I don't care about the nature of this Brownian motion. This ... (Figure 14). I can prove the following theorem. Do we care about risk, about interest rate models, in the real ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
-
Longevity Risk and Regular Discount Sequence
world, comparing to 1.34 in Japan. Traditionally, care of the elderly in Taiwan relies on family support ... systems, we need to handle the mortality forecast with care. For this reason, we want to build mortality models ...- Authors: Ching-Syang Jack Yue, HSIN-CHUNG WANG
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives; Modeling & Statistical Methods>Forecasting
-
Claims Reserving when there are Negative Values in the Development Triangle
essentially the same. Also, in what follows we use direct Monte Carlo simulation as described in Appendix ... year is too cumbersome to derive. Hence we use direct simulation from the posterior distributions to ...- Authors: Enrique de Alba
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
-
The Role of Conditional Probabilities in Risk Assessment
The Role of Conditional Probabilities in Risk Assessment 2011 Enterprise Risk Management Symposium, ... introduces an unintended error into the process, and care needs to be exercised to be sure this error does ...- Authors: Richard Joss
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Forecasting
-
Rainfall Insurance
Rainfall Insurance This paper addresses rainfall insurance using financial derivatives. Usual ... payoffs for weather derivatives do not depend on direct losses suffered by the insured. (2) They give the ...- Authors: Tapen Sinha, Edgard Baqueiro
- Date: Jan 2006
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Forecasting
-
Coherent Mortality Modeling for a Group of Populations
Coherent Mortality Modeling for a Group of Populations Presented at Living to 100 Symposium, ... proposed coherent model needs to be handled with care. We also applied the proposed model to other countries ...- Authors: Ching-Syang Jack Yue, Yu-Yun Yeh, Sharon Yang
- Date: Jan 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Modeling & Statistical Methods>Forecasting
-
A Method for Determining Confidence Intervals for Trend
A Method for Determining Confidence Intervals for Trend This paper presents a method involving ... reasons to suspect that the variance of medical care claim data may not be finite. The author's bootstrap ...- Authors: William A Bailey
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Forecasting