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Some Remarks in Statistical Independence and Fractional Age Assumptions
Some Remarks in Statistical Independence and Fractional Age Assumptions In this expository paper ... the conditions for independence need to be stated care- fully. The last-survivor status is cited as an ...- Authors: Gordon E Willmot
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Longevity; Finance & Investments>Risk measurement - Finance & Investments
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A Claim Reserve System
A Claim Reserve System All claim reserve systems endeavor to derive estimates of the unpaid ... incurral month, the user should recall that the primary objective of the system is to estimate the frequency ...- Authors: William A Bailey, Bruce E Nickerson
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Discrete Multivariate Analysis of Some Actuarial Data
Discrete Multivariate Analysis of Some Actuarial Data This paper shows how discrete multivariate ... arising from a class of FHA mortgages. The primary goal of this work is to determine which variables ...- Authors: Thomas Herzog
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Weighted Pricing Functionals
Weighted Pricing Functionals This is a concluding and encompassing part of our research on the ... (6.7) Equation (6.7) has been established using direct calculations by Panjer and Jing (2001), Panjer ...- Authors: Edward Furman, Ricardas Zitikis
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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Analyzing Investment Data Using Conditional Probabilities: The Implications for Investment Forecasts, Stock Option Pricing, Risk Premia, and CAPM Beta Calculations
Analyzing Investment Data Using Conditional Probabilities: The Implications for Investment Forecasts, ... rely on defined contribution accounts as the primary source of retirement income. Forecast scenarios ...- Authors: Richard Joss
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Premium Calculations by Transformed Distributions
Premium Calculations by Transformed Distributions The concept of transformed distributions ... no-arbitrage principle and utility theory are taken care in our prenlium calculation. Let U(t) be the utihty ...- Authors: Abdul Sharif
- Date: Jan 1996
- 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