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Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes
Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes This paper proposes a more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted ...- Authors: Runhuan Feng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Estimates of the Incidence, Prevalence, Duration, Intensity and Cost of Chronic Disability Among the U.S. Elderly
Estimates of the Incidence, Prevalence, Duration, Intensity and Cost of Chronic Disability Among the U.S. Elderly A study of disability experience examines cost burden and degree of disability, ...- Authors: P J Stallard
- Date: Feb 2009
- Competency: Communication>Written communication; Professional Values>Public interest representation; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Long-Term Care News
- Topics: Actuarial Profession>Professional associations; Demography>Longevity; Experience Studies & Data>Disability; Long-term Care>Medical expenses; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Markov Chain
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Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain
Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain This paper presents diagnostics and tests for tile retrospective identification of abrupt change in the ...- Authors: J L Van Wyk, F Lombard
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
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Intervention Effects Among a Collection of Risks
Intervention Effects Among a Collection of Risks This paper describes risk-factor-dependent multiple decrements and actuarial cost functions as a general compartment model, a discrete time and ...- Authors: H Tolley, Kenneth G Manton
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
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The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods
The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods This paper considers the Bayesian analysis of the generalized Poisson ...- Authors: David Scollnik
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Stochastic models
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Actuarial Calculations Using a Markov Model
Actuarial Calculations Using a Markov Model This paper develops a general approach to actuarial calculations in applications that can be modeled as multi-state processes. Such situations arise ...- Authors: Bruce Jones
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Markov Chain
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On the Probability of Ruin in a Markov-modulated Risk Model
On the Probability of Ruin in a Markov-modulated Risk Model This paper endeavors to obtain the explicit formulas of the probability of ruin in a Markov-modulated model where claim intensities, ...- Authors: Yi Lu, Shuanming Li
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Markov Chain
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Ruin Theory and Credit Risk
Ruin Theory and Credit Risk This paper builds a new risk model for a firm which is sensitive to its credit quality. A modified Jarrow, Lando and Turnball model [Markov Chain model] is used to ...- Authors: Hailiang Yang
- Date: Jan 2001
- 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>Markov Chain; Modeling & Statistical Methods>Stochastic models
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Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model
Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model This paper shows the application of a threshold strategy on the surplus level of an insurance risk model results in a ...- Authors: Ana Maria Mera
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Hidden Markov Models and You: Part 2
Hidden Markov Models and You: Part 2 In this continuation of our July 2013 article we explore an algorithm for evaluating Hidden Markov Models in detail. A preferred method in speech recognition ...- Authors: Brian Grossmiller, Douglas Norris
- Date: Dec 2013
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Markov Chain