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Minimum Variance Plans and the Method of Lagrange Multipliers
and the Method of Lagrange Multipliers The purpose of this paper is to illustrate the method of Lagrange ... examples. The author suggests that this methodology is ideally suited to the investigation of minimum variance ...- Authors: Stephen J Spindler
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Evaluation of the Ruin Probability in Ordered Risk Models
Evaluation of the Ruin Probability in Ordered Risk Models 3/13/2019 12:00:00 AM ...- Authors: Michael Brown
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Probability of Ruin in an Autoregressive Model
The Probability of Ruin in an Autoregressive Model This paper addresses the autoregressive model and ... shows that the boundedness restriction can be removed from the basic result on the probability of ruin.- Authors: S. Promislow
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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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 ... expressions for the moments of the distribution of the option payoff in a Black Scholes economy. These results ...- 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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Lundberg Bounds on the Tails of Compound Distributions
Bounds on the Tails of Compound Distributions This is the abstract of an article about the classical ... classical Lundberg inequality of insurance risk theory. From ACTUARIAL RESEARCH CLEARING HOUSE 1994 VOL ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Balducci and the Uniform Distribution of Deaths Hypothesis
Balducci and the Uniform Distribution of Deaths Hypothesis This paper shows that Balucci hypothesis ... dual to the uniform distribution of deaths hypothesis imposed on the survivorship function over the same ...- Authors: Hung-Ping Tsao
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods
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The Minnesota Antiselection Model
The Minnesota Antiselection Model This model arose from a project to evaluate the cost of a health care ... comprehensive medical care to uninsureds in Minnesota, for the Minnesota Health Care Access Commission. The project ...- Authors: Application Administrator
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health care; Modeling & Statistical Methods; Public Policy
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The Application of Fuzzy Sets to Group Health Underwriting
The Application of Fuzzy Sets to Group Health Underwriting This Fellowship credit research paper describes ... describes the use of fuzzy sets applications to the selection of group health risks. In general, ...- Authors: Virginia R Hosler
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods
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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 ...- Authors: Vytaras Brazauskas
- Date: Mar 2019
- 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 ...- 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