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Binomial Lattice for the Cox, Ingersoll and Ross Spot Rate Process
Binomial Lattice for the Cox, Ingersoll and Ross Spot Rate Process This paper provides commentary on the paper entitled 'A Discrete Equilibrium Model of the Term Structure' by N. J.- Authors: Elias Shiu, ZHAOBI HA
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Nonparametric Tests for Heterogeneity of Risk
Nonparametric Tests for Heterogeneity of Risk Consider a portfolio of insurance policies where the mean frquency of claims for each policy may vary. A reasonable assumption is that the number 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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Modelling Multi-State Processes Using A Markov Assumption
Modelling Multi-State Processes Using A Markov Assumption In this paper, the authors show how probabilities and actuarial values may be calculated using a time-homogeneous Markov model. Piecewise ...- Authors: Bruce Jones
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
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Minimum Cramér-Von Mises Estimators and their Influence Function
Minimum Cramér-Von Mises Estimators and their Influence Function This paper considers the problem of parametric estimation of loss distributions in a very general context. It uses the ...- Authors: Thierry Duchesne, Jacques Rioux, ANDREW LUONG
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Estimating Long-Term Returns in Stochastic Interest Rate Models
Estimating Long-Term Returns in Stochastic Interest Rate Models This paper addresses the evaluation of long-term returns when the short interest rate is modeled by a general diffusion process. By ...- Authors: Lijia Guo, Zenghui Huang
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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The Inner Workings of Neural Networks and Genetic Algorithms
The Inner Workings of Neural Networks and Genetic Algorithms Genetic algorithms [GAs] and neural networks [NNs] are currently being used in actuarial and financial modeling. Nonetheless, while ...- Authors: Arnold Shapiro, Thomas Anthony DeFilippo, J Scott Pflumm
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Polynomial Interpolation in Terms of Symbolic Operators
Polynomial Interpolation in Terms of Symbolic Operators The primary objective of the paper was to develop a straightforward method for constructing an interpolation formula of finite range ...- Authors: Harwood Rosser, Thomas N E Greville, Kingsland Camp, Hubert Vaughan
- Date: Oct 1954
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Quantum Computing and its impact on Actuarial Modeling
Quantum Computing and its impact on Actuarial Modeling This report introduces quantum computing to actuaries. In addition, this research will assess and identify areas in the insurance field ...- Date: Oct 2023
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Academy Interest Rate Generator Version 7.1.201503
Academy Interest Rate Generator Version 7.1.201503 The American Academy of Actuaries and the Society of Actuaries have joined resources to maintain this Economic Scenario Generators Excel ...- Authors: Society of Actuaries, American Academy of Actuaries
- Date: Mar 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Modeling and Forecasting Cause-of-Death Mortality
Modeling and Forecasting Cause-of-Death Mortality The Product Development Section, the Financial Reporting Section, the Modeling Section and the Committee on Life Insurance Research are pleased ...- Authors: Society of Actuaries
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods