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Analysis of CCRC Data
included in the study. They spent a total of 1605 life years in the community during the study period ... transition since they are analogous to the force of mortality. Let : lira Pr (X ( t + : i X( t ) : h, ...- Authors: Bruce Jones
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Long-term Care>Long-term care facilities & home care; Pensions & Retirement>Retirement risks; Technology & Applications>Analytics and informatics
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The Investment Process and Present Value Calculations
actuaries in our profession to cast classical life contingency problems in a stochastic framework ... Specifically, ~t ) , which might depend on mortality rates or other causes of decrement, could be ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Representative Interest Rate Scenarios
Sarah L. M. Christiansen The Principal Financial Group This paper suggests a possible flexible solution ... P~TE SCFAYARIOS Ill ~1 THE PPdNCIPAL FINANCIAl. GROUP Wha,',. a. I I A set of spot (zero coupon) yield ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Comparing Needs for Initial Surplus in Collective Risk Models
Comparing Needs for Initial Surplus in Collective Risk Models The initial risk reserves in collective ... Cramdr, H. (1955). Collective Risk Theory, (A Survey of the Theory from the Point of View of the Theory ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
insureds to report losses to the insurance companies (and for the insurance companies to report the losses ... and September, 1993. The ISO allowed insurers to report claims resulting from these events up to the ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- 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
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Least Squares Estimation of Future Costs of Ongoing Large Claims
= pI-FP(1) + PI-FP(2) + PI-FP(3) + . If the group has M months left in its contracted paid claims ... a paid c la im basis, respect ively. If the group has M months left in its contracted claims incurral ...- Authors: Robert Lynch
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Applications of Multidimensional Contingency Tables to the Analysis of Termination Counts In Disability Income Claim Data
Applications of Multidimensional Contingency Tables to the Analysis of Termination Counts ... classifications with the classification of active life/ disabled life based on policy files. 231 References ...- Authors: Edward J Seligman
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Disability insurance; Health & Disability>Disability tables; Modeling & Statistical Methods>Stochastic models
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Interval Estimates for Risk Loads for Insurers
Interval Estimates for Risk Loads for Insurers In Volume LXXV of the Proceedings there appeared a paper entitled ... 2165.55 481.53 3805 BETA 2 .38* 0 .04 0.88 Group A&H 60 -1034.65 95 -626 .18 67 -147 .29 ...- Authors: William E Bailey
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Sampling Investors and Other Delights
Sampling Investors and Other Delights This work describes a study undertaken to determine whether ... io was between 80.1% and 85.0%. S ince this group of loans inc ludes investor (i.e., non- occupant ...- Authors: Thomas Herzog
- Date: Jan 1988
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
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Dynamic Spanning of Contingent Claims
Dynamic Spanning of Contingent Claims In this paper we discuss the link between the price ... Economics, 205-223. Garman, M. (1985). Towards a semi-group pricing theory. Journal of Finance 40, 847- 861 ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments