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Extreme Value Statistics, Resampling, and Insolvency Testing
Testing By the use of resampling and extreme value statistics we will develop a method to reduce the time and ... and costs of testing insurance company insolvency. Most ruin models require assumptions about the surplus ...- Authors: Steven Craighead
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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The Case for Distributable Earnings
The Case for Distributable Earnings This paper defines Distributable Earnings as the generalized pricing ... containing the requirement to hold capital or reserves in support of the obligations. It examines the Market ...- Authors: Christopher Foote, Steven Craighead
- Date: Aug 2019
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic value
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ERM Stochastic Analysis Tools: Risk Drivers Revealed
ERM Stochastic Analysis Tools: Risk Drivers Revealed This ... paper demonstrates the use of Quantile Regression in the development and understanding of conditional value ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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R Corner: Predictive Modeling - Tree Models
One benefit of using predictive models is that it can give you a quick grasp of what is in the data. Sometimes ... tree regression models. You will need to install the “tree” package into R and then load that package ...- Authors: Steven Craighead
- Date: May 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Experience Studies & Data
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Statistics and the Valuation Manual
Statistics and the Valuation Manual The modern valuation manual steps up the need for actuaries to know ... recall of common actuarial statistical techniques is more than one standard deviation below the mean, ...- Authors: Steven Craighead, Douglas Robbins, Karen Rudolph
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving
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The Case for Distributable Earnings
The Case for Distributable Earnings This paper defines Distributable Earnings as the generalized pricing ... containing the requirement to hold capital or reserves in support of the obligations. It examines the Market ...- Authors: Steven Craighead, Christopher Foote
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic value
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Portfolio Optimization in Corporate Models
Models Design and future maintenance of an asset portfolio backing a new line of business is critical ... require the user to specify the asset and liability attributes and cash flows into the program. The programmer ...- Authors: William L Babcock, Steven Craighead
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Risk Management, November 2004, Issue No. 3
Risk Management, November 2004, Issue No. 3 Full version of Risk Management, November 2004, ... Management, November 2004, Issue No. 3 Full version of Risk Management, November 2004, Issue No. 3. 26188 ...- Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
- Date: Nov 2004
- Publication Name: Risk Management
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R Corner – Predictive Modeling - Data
actually takes the majority of your time. So, in this article, a look at two different sources of data is taken ... takes the majority of your time. So, in this article, we will look at two different sources of data, ...- Authors: Steven Craighead
- Date: Mar 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Experience Studies & Data
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Chaotic Analysis on U.S. Treasury Interest Rates
This paper analyzes the U. S. Treasury monthly interest rates from 1953 to 1992, and the daily rates from ... forms of chaotic behavior. The primary analysis was in determining the Burst Exponent by the use of Rescaled ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods