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Quantum Computing and its impact on Actuarial Modeling
Quantum Computing and its impact on Actuarial Modeling This report introduces quantum ... level of relevance to practitioners without the POG’s guidance, feedback and insightful input. Project Oversight ...- Date: Oct 2023
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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On Uniqueness of Interest Rates in a Borrowing/Lending Model
what is be ing claimed. In th is note we close s smal l gap that may have ex is ted in the ac tuar ... More impor tant ly , we i l lus t ra te how some s imple mathemat ics is used in "unusua l " ways ...- Authors: Donald P Minassian
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Concentration of Risk and the Catastrophic Accident Hazard
field rather than with the company's regular mortality experience. Since reinsurance of the hazard would ... exposure of 10,000,000 lives, we are discussing mortality incidence of the order of 100,000 claims, 6,000 ...- Authors: Edmund C Berkeley, Edward A Green
- Date: Oct 1954
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Reinsurance>Catastrophe reinsurance
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A Multivariate Approach to Immunization Theory
immunization properties of that model. In particular, resul~s are developed regarding directional immunization ... context of the immunization of a firm's or portfoli9'S net worth. That is, in pursuit of conditions under ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Nonparametric Tests for Heterogeneity of Risk
M;~ in terms of M N we let t=ln(l+s) and find that M~(s) = M~v(ln(1 +s)). (4) We have just proved that ... Now let ~.={bt~} with T and let = bt£b (~s) where D:D(~) . If T--+~ then by a strong law of ...- Authors: Jacques F Carriere
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Classical Definition of Compound Interest is Adequate
The Classical Definition of Compound Interest is Adequate It is the purpose of this paper to demonstrate ... o(t) for a period of £ years J£o(t)dt where 0 s £ s I, yields a(£) = e0 If this amount is withdrawn ...- Authors: Murray Silver, Bob A Hedges
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk
Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk This paper ... Vlgue VIluo References Robbins, E.L., Cox, S. H., and Phillips, R.D. 1997. "Applications of Risk ...- Authors: Beda Chan
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Nonparametric Estimators of a Distribution Function Base on Mixtures of Gamma Distributions
function hn(t)=log,(E(exp(tZn))) we find that An(t)= .s × (tl~.)2 × ^ .,{~(0,t~;lu-~/2)) where ~(0,t~;~n-~l ... true for the moment-type estimator. o • kda(~/~S~)= .~ ~*~C(~)= Proof: Let k-=l,...,2p-1. Then rhk= ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Getting Started with Modeling Platforms - for the report Complexity Science
Getting Started with Modeling Platforms - for the report Complexity Science This document shows ... environment click on “Packages > Install Package(s)” and select a CRAN mirror site near you. Then select ...- Authors: Alan Mills
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Policyholder behavior - Annuities; Modeling & Statistical Methods