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Loss Reserving with Random Selection
Loss Reserving with Random Selection This paper presents a random selection method with the Monte Carlo simulation technique in the estimation of loss reserves. The future loss development ...- Authors: Wu-Chyuan Gau
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Robust Mortality Estimation
Robust Mortality Estimation There are three commonly used methods for compiling exposure and death data for use in obtaining crude mortality rates. They are lives, policies and amounts of ...- Authors: Stuart Klugman
- Date: Sep 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods
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Statistical Robustness: One View of Its Use in Applications Today
Statistical Robustness: One View of Its Use in Applications Today Users of statistical packages should be more aware of the influence that outlying data points can have on their statistical ...- Authors: Robert V Hogg
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis
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Robustness of Moving Weighted Average Graduation Formulas
Robustness of Moving Weighted Average Graduation Formulas The theory underlying the Moving Weighted Average graduation method is restated in the language of linear algebra which provides for an ...- Authors: Donald A Jones
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods