41
-
50
of
254
results (0.5 seconds)
Sort By:
-
On Expert Use in Portfolio Management
manager 1 < i < n, so that y~.wl = 1 by definition. Care should be i= l exerted to distinguish wi from ... Investment S t ra tegy Suppose that an investor had direct access to the experts' private signals Y,, = Yi ...- Authors: Michel Gendron, Christian Genest
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments
-
Society of Actuaries Research
Chairperson. B. Actuarial Aspects Qf Contlnulnq Care Retlremen~ ¢ommunitle$ A bibliography listing ... medical, actuarial, governmental, and other health care organizations. Bond Data Base Feasibillty Study ...- Authors: Society of Actuaries
- Date: Jan 1991
- Competency: Results-Oriented Solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession
-
A Necessary and Sufficient Condition on Utility Functions for Decreasing Risk Aversion: A Proof using the General Mean Value Theorem.
absolute risk aversion is derived (by a simple direct approach), independent of the original work by ... Arrow, K. J., Uncertainty and the Welfare of Medical Care, The Amer- ican Economic Review, I j I I (1963) ...- Authors: Raj Prabaharan
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Economic Crises and Health Risk: Evidence from Mexico
are four interrelated reasons. First, there is a direct effect. Any crisis will reduce the resources ... might fall leading to reduced nutrition, health care and well-being. Second, crises might affect health ...- Authors: Tapen Sinha, Application Administrator
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality
-
Assumptions in Pension Plan Valuations
of conservativeness has not been quantified. A direct approach would be to revise the tax code 3 to ... ive ha the aggregate is quite speculative. The direct ion is known but not the magnitude. There is ...- Authors: Arnold Shapiro
- Date: Jan 1985
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Defined benefit plans
-
In Defense of Minimum-Ro Linear Compound Graduations, and a Simple Modification for its Improvement
defining graduation, clearly implies that the primary objective is smoothing. But George King [3] ... albeit a very desirable one, rather than the direct, fundament objective. 76 III. THE DEVELOPMENT ...- Authors: Richard (Dick) L London
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Summary Of Social Security Administration Projections Of The OASDI System
ion Purposes of the projection system The primary purpose of the projection methodology is to provide ... are actuaries, demographers or economists, the primary audiences of these notes. In particular, recursive ...- Authors: Edward Frees
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Forecasting; Pensions & Retirement>Assumptions and methods; Social Insurance>Social Security
-
Another Look at Affordability of U.S. Social Security Cash Benefits OASDI
percentage of projected Gross Domestic Product. The primary purpose of this paper is to focus on that affordability ... benefits per beneficiary involves a changing mix of primary (retired worker) and auxiliary (dependents and ...- Authors: Howard Young
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Social Insurance>Social Security
-
2019.1 Actuarial Research Conference Editor's Comments
presentations, ARCH is non-refereed. ARCH has as its primary goal speedy dissemination of current thinking ... publishing of thoroughly edited papers. While primary emphasis is on distribution of short notes or ...- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
-
Annuity Valuation with Dependent Mortality
probabilities for more than two annuitants can be done by direct extensions of the methods of this paper. We focus ... where X and Y represent the ages at death of the primary and secondary annuitant, respectively. In joint ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments