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Understanding Relationships Using Copulas
Understanding Relationships Using Copulas This paper introduces actuaries to the concept of 'copulas,' a tool for understanding relationships among multivariate outcomes. A copula ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Sequential Credibility Evaluation via Stochastic Approximation
Sequential Credibility Evaluation via Stochastic Approximation Stochastic approximation is a powerful tool for sequential estimation of zero points of a function. In this paper, this methodology ...- Authors: Udi E Makov, Zinoviy Landsman
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Efficient Estimation of Ultimate Ruin Probability
Efficient Estimation of Ultimate Ruin Probability This paper presents an unbiased, consistent and asymptotically efficient estimator based on importance sampling variance reduction technique in ...- Authors: Miguel Usabel
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods
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Portfolio Optimization in Corporate Models
Portfolio Optimization in Corporate Models Design and future maintenance of an asset portfolio backing a new line of business is critical for proper asset and liability management for that ...- Authors: William L Babcock, Steven Craighead
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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A Bayesian Approach in Calculating Community Mortality Rates
A Bayesian Approach in Calculating Community Mortality Rates Mortality rates for a local community are desired in conjunction with the calculation of health-adjusted life expectancy HALE, an ...- Authors: Marjorie Rosenberg, Dennis G Fryback
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Pricing Perpetual Fund Protection With Withdrawal Option
Pricing Perpetual Fund Protection With Withdrawal Option Equity-indexed annuities [EIAs] can be viewed as mutual funds wrapped around with various guarantees. A recent paper derived a closed form ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Between the Individual and Collective Models, Revisited
Between the Individual and Collective Models, Revisited In this paper the author shows that the aggregate claims distribution of a portfolio modeled by a mix of the individual and collective ...- Authors: Francois Dufresne
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Funding
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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 In Disability Income Claim Data A contingency table is a set of counts or frequencies obtained by ...- 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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Some Further Comments on the Uniform Deaths Assumption
Some Further Comments on the Uniform Deaths Assumption The author comments on the article Exposure Formulas Based on the Assumption of Uniform Distribution of Deaths written by T.N.E. Greville.- Authors: Robert Batten
- Date: Sep 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Table of Contents
Table of Contents Table of Contents Analytics and informatics; 18941 1/1/1983 12:00:00 AM ...- Authors: Society of Actuaries
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods