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A Necessary and Sufficient Condition on Utility Functions for Decreasing Risk Aversion: A Proof using the General Mean Value Theorem.
absolute risk aversion is derived (by a simple direct approach), independent of the original work by ... Arrow, K. J., Uncertainty and the Welfare of Medical Care, The Amer- ican Economic Review, I j I I (1963) ...- Authors: Raj Prabaharan
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Longitude Data Analysis Interpretation of Credibility Models
A Longitude Data Analysis Interpretation of Credibility Models Abstract for a paper that ... and longitudinal data models in statistics. Our primary contribution to actuarial science is to demonstrate ...- Authors: Edward Frees, Virginia Ruth Young, Yu Luo
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Regression-Quantile Graduation of Australian Life Tables, 1946 - 1992
with FORTRAN subroutines. Speed is not their primary advantage. Recent work by Steve Portnoy and Roger ... clarifies the relation between He's method and the "direct" method based on the quantile criterion Q. ^ ...- Authors: Esther Portnoy
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Catastrophe Risk Bonds
Catastrophe risk bonds provide a mechanism for direct transfer of catastrophe risk to capital markets ... formal model we describe is designed to combine primary financial market variables with catastrophe risk ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods
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Editor's Comments
Editor's Comments Describes purpose of ARCH and editorial policy. Analytics and ... Unlike most professional journals, ARCH has as its primary goal speedy dissemination of current thinking and ...- Authors: Society of Actuaries
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods
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An Actuarial Approach to Property Catastrophe Cover Rating
An Actuarial Approach to Property Catastrophe Cover Rating Forty-one years of catastrophe ... premium by state for a primary company can be made by using the company's major direct premium writings by ...- Authors: Daniel F Gogol
- Date: Jan 1993
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods; Reinsurance>Catastrophe reinsurance
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A Linear Programming Approach to Maximizing Policyholder Value
models are often quits theoretical and do not find direct application to the insurance sales process. ... be L, - (i + iLc } L,. I. This approach is more direct, but oomewhat leas natural. Th~s same co~e~ent-applies ...- Authors: Michael Conwill
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Life Insurance>Universal life; Modeling & Statistical Methods
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Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk
Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk ... more unstable than the 1st and the 5th. This is a direct consequence of the nature of the 500 point data ...- Authors: Beda Chan
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Distribution of Prescription Drug Use By The Elderly - The Pace Experience
Pennsylvania Department of Health and the Health Care Financing Administration. 7 "This rather restrictive ... spent only part of an exposure year in a nursing care facility would be included in the nursing home ...- Authors: Arnold Shapiro, JOHN THOMAS MONYAK, Bruce C Stuart, N Edward Coulson
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability; Modeling & Statistical Methods
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An Alternative Method for Least-Squares Fitting of Parametric Survival Models
An Alternative Method for Least-Squares Fitting of Parametric Survival Models The authors offer ... for the Weibull model. The proposed method is a direct least-squares estimate for the unknown parameters ...- Authors: Rohan J Dalpatadu, Malwane M Ananda, Anita Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods