11
-
20
of
741
results (0.41 seconds)
Sort By:
-
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 a method for estimating parameters for well-known three-parameter models of force of mortality. The ...- 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
-
27th Actuarial Research Conference - Class List
27th Actuarial Research Conference - Class List This is a class listing for the 27th Actuarial Research Conference. ARCH 1993 Vol 1 410 1/1/1993 12:00:00 AM ...- Authors: Society of Actuaries
- Date: Jan 1993
- Publication Name: Actuarial Research Clearing House
-
Stability and Convergence of Recurrence Equations
Stability and Convergence of Recurrence Equations This paper discusses the numerical stability of Panjer's recursion in computing aggregate claims distributions. From Actuarial Research ...- Authors: Harry H Panjer, Shaun Wang
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Estimating Accident Incurred Loses from Calendar Year Paid Losses
Estimating Accident Incurred Loses from Calendar Year Paid Losses This paper provides a description of a method that one can use to develop an estimate of accident year incurred losses if the ...- Authors: Richard V Atkinson
- Date: Jan 1993
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Accident insurance
-
The Practical Use of Recursive Functions
The Practical Use of Recursive Functions This paper discusses some powerful uses of recursive functions, including: 1. Universal life, both for the calculation of target premiums and reserves.- Authors: L Giles
- Date: Jan 1993
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Universal life; Life Insurance>Whole life
-
A Note On Model Year Rating
A Note On Model Year Rating This paper discusses the validity of model year rating for private passenger automobile coverages other than physical damage. While the techniques employed are ...- Authors: Edward P Lotkowski, Leonard T Guarini
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
-
A Twelve Parameter Model of Select Mortality Rates
A Twelve Parameter Model of Select Mortality Rates The purpose of this paper is to present a parsimonious parametric model that explains the pattern of mortality for select and ultimate mortality ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
28th Annual Actuarial Research Conference - Participants
28th Annual Actuarial Research Conference - Participants This is a listing of participants for 28th Annual Actuarial Research Conference. 14778 1/1/1994 12:00:00 AM ...- Authors: Society of Actuaries
- Date: Jan 1994
- Publication Name: Actuarial Research Clearing House
-
Examining Changes in Reserves Using Stochastic Interest Models
Examining Changes in Reserves Using Stochastic Interest Models This paper focuses on the fact that life and annuity reserves that are determined from discounted case flows mask the dynamic nature ...- Authors: Edward Frees, Siu-Wai Lai
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
-
Actuarial Approach to Option Pricing
Actuarial Approach to Option Pricing In this paper we study the pricing of financial options and contingent claims. We show that two time-honored concepts in actuarial science - the Esscher ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments