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A model for pricing under competition
A model for pricing under competition This is the abstract of a preliminary report on a research project about the applications of dynamical systems theory in actuarial science. The project is ...- Authors: Claude Pichet
- Date: Jan 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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On the Confidence Interval of Black-Scholes Model
On the Confidence Interval of Black-Scholes Model This is the abstract of a paper that derives expressions for the moments of the distribution of the option payoff in a Black Scholes economy.- Authors: Phelim Boyle, Hailiang Yang
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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To Err is Human, To Estimate is Actuarial
To Err is Human, To Estimate is Actuarial Realizing the impact of medical errors on the U.S. health care system, the Health Section commissioned a research project to measure the annual frequency ...- Authors: Steven Siegel
- Date: Sep 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
- Publication Name: Health Watch
- Topics: Actuarial Profession>Academic partnerships; Economics>Health economics; Experience Studies & Data; Modeling & Statistical Methods>Data mining
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Claim forecasting using econometric stepwise regression
Claim forecasting using econometric stepwise regression This abstract describes a paper that discusses insurance claim forecasting using econometric stepwise regression to analyze historical ...- Authors: Andrew Loach, Eric L Vaagen
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Forecasting
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Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments
Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments 3/13/2019 12:00:00 AM ...- Authors: Vytaras Brazauskas
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Stochastic Definition of Future Shares
A Stochastic Definition of Future Shares This is the abstract of the paper 'A Stochastic Definition of Future Shares'. The traditional definition of actuarial future values and ...- Authors: José Garrido
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Ruin related quantities in a risk model based on time series for count data
Ruin related quantities in a risk model based on time series for count data This abstract describes a paper that considers various specifications of the general discrete time risk model in which ...- Authors: Etienne Marceau, HELENE COSSETTE, Florent Toureille, Veronique Maume-Deschamps
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Forecasting
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Mortality improvement modeling in the US
Mortality improvement modeling in the US This article describes techniques and models used to forecast mortality improvement and the considerations that underlie long-term mortality improvement ...- Authors: Francisco Orduna, Bruce Rosner
- Date: Jan 2014
- Competency: Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Pension Section News
- Topics: Demography>Mortality - Demography; Demography>Longevity; Demography>Population data; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Forecasting
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Actuarial Applications of Word Embedding Models
Actuarial Applications of Word Embedding Models 3/13/2019 12:00:00 AM ...- Authors: Gee Lee
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Regression analysis
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Inference for the Discrete Stable Distribution with the Probability Generating Function
Inference for the Discrete Stable Distribution with the Probability Generating Function This abstract describes a paper that develops a method to estimate the two parameters of the discrete ...- Authors: Louis G Doray
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Estimation methods