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Self-Financing Markets and Eventual Arbitrage
Self-Financing Markets and Eventual Arbitrage This paper argues that the self-financing ... variance-minimizing and self-financing strategy. We will report on the portfolio value 89 , as it evolves over ...- Authors: Jacques F Carriere
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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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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C-1 Bond Risk Analysis
C-1 Bond Risk Analysis In this paper a C-1 bond risk analysis is used as an example in a presentation ... found in Exhibits I.I - 1.4 at the end of this report. Exhibits 1.1 - 1.3 are spreadsheet examples depict ...- Authors: Michael L Zurcher
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
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A Method to Determine Confidence Intervals for Trend
S IZED RESAMFLES Lowrie and Lipsky* presented group major medical expense claims by claimant per ... and Lipsky, L., "Power Tail Distr ibut ions and Group Medical Expense Insurance Payments,", ARCH 1990 ...- Authors: William A Bailey
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Variance Premium Principle: A Bayesian Robustness Analysis
The Variance Premium Principle: A Bayesian Robustness Analysis In this paper, the Bayesian ... Priors with Unirnodal Contaminations. Technical Report ~ 86-41. Department of Statistics. Purdue University ...- Authors: E Gomez-Deniz, F J Vazquez-Polo, A Hernandez-Bastida
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Discrete Multivariate Analysis of Some Actuarial Data
statistically significant at the 0.02 level. The next group of models considered consists of one two-way interaction ... low and its r2-value is quite high. The last group of models considered each contained a pair of ...- Authors: Thomas Herzog
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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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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Axioms for the Internal Rate of Return of an Investment Project
Axioms for the Internal Rate of Return of an Investment Project This paper studies ... Uniqueness of the Internal Rate of Return with Variable Life of Investment" The Economic Journal 79 (1969), 560-566 ...- Authors: S. Promislow, David Spring
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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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 ... Management and valuation of the Surrender Option in Life Insurance Policies, Journal of Risk and Insurance ...- 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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A Financial Model For Retirement Income Planning
Haehling von Lanzenauer, C., P. Bishop and D. Wright, Life Begins at 65, (Part I , I I , I l l ) Business ... I F RE~J I~ED, T i le DUI)CET SHU~N F~ ANY LIFE.~TYLE {;~' ~ I IZ :S I |T t JT IN~ I ' ICL~4I~ ...- Authors: Christoph Haehling von Lanzenauer
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Pensions & Retirement