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Representative Interest Rate Scenarios
Representative Interest Rate Scenarios This paper suggests a possible flexible solution to the time and resource problems of running a large number of stochastic interest rate scenarios, by ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Loss Reserving with Random Selection
Loss Reserving with Random Selection This paper presents a random selection method with the Monte Carlo simulation technique in the estimation of loss reserves. The future loss development ...- Authors: Wu-Chyuan Gau
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Robust Mortality Estimation
Robust Mortality Estimation There are three commonly used methods for compiling exposure and death data for use in obtaining crude mortality rates. They are lives, policies and amounts of ...- Authors: Stuart Klugman
- Date: Sep 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods