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Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk
Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk This paper compares percentile estimates of a large number of cash flow testing scenarios, where only ...- Authors: Beda Chan
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Claims Reserving when there are Negative Values in the Development Triangle
Claims Reserving when there are Negative Values in the Development Triangle In this paper the author presents an application of Bayesian forecasting methods to the estimation of reserves for ...- Authors: Enrique de Alba
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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Parametric Models for Life Tables
Parametric Models for Life Tables This paper presents a general law of mortality that is equal to a mixture of Gompertz, Weibull, Inverse-Gompertz, and Inverse-Weibull survival functions.- Authors: Jacques F Carriere
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods>Forecasting
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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model The goal of this paper is to dispel the prevailing belief that American-style options cannot be valued efficiently in a simulation model by ...- Authors: James A Tilley
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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AIDS: Some Aspects of Modeling the Insurance Risk
AIDS: Some Aspects of Modeling the Insurance Risk This paper is an attempt to examine transmission and incubation period models. Results are used to estimate the risk of HIV+ exposure of an ...- Authors: Fung-Yee F Chan, Michael Cowell, Harry H Panjer
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical methodology based upon information theory, for adjusting mortality tables to obtain ...- Authors: Samuel Cox, Allan C Weaver, Patrick L Brockett
- Date: Oct 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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A Tool for Graphing Google's Global, Country-Level Mobility Data
A Tool for Graphing Google's Global, Country-Level Mobility Data This tool created graphs of Google's mobility Data. This version of the tool contains global, country-level data through July ...- Authors: Society of Actuaries
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability; Modeling & Statistical Methods
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Credibility Theory Practices - Bühlmann Empirical Bayesian Method Lapse Examples
Credibility Theory Practices - Bühlmann Empirical Bayesian Method Lapse Examples Authored by a MIB Solutions team of Tom Rhodes, Stuart Klugman, Marianne Purushotham and Stacy Gill, the ...- Authors: Society of Actuaries
- Date: Dec 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods
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Modeling and Forecasting Premature Cardiovascular Mortality
Modeling and Forecasting Premature Cardiovascular Mortality This project models and forecasts premature cardiovascular mortality, with a focus on two main risk factors - obesity status and ...- Date: Feb 2024
- Competency: External Forces & Industry Knowledge
- Topics: Demography; Health & Disability; Modeling & Statistical Methods
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Navigating Global Life and Health Insurance Demand Trends
Navigating Global Life and Health Insurance Demand Trends This report explores the behavioral factors influencing insurance purchase among Gen Z and Millennials for forward-looking purposes, ...- Date: Mar 2024
- Competency: External Forces & Industry Knowledge
- Topics: Demography; Life Insurance; Modeling & Statistical Methods