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Sampling Investors and Other Delights
DELIGHTS Thomas N. Herzog Actuar ia l Branch U. S. Department of Hous ing and Urban Deve lopment ... rat ion (FHA) should modify or d iscont inue its s ingle- fami ly home mortgage insurance program for ...- Authors: Thomas Herzog
- Date: Jan 1988
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
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Randomly Compounded Interest
random variable with a uniform distribution on a set S is such that the pr()bat)ility of the value of the ... in any part icular subset of S is proport ional to its size. Thus, if S ix the unit interval [0, 1] ...- Authors: WALTER A PRANGER, Eric Rieders
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic value
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The Comparison of Group Life Benefit Schedules
The Comparison of Group Life Benefit Schedules Group life insurance often represents ... Assumptions;Death benefits;Inflation;Life insurance;Mortality rates=Mortality tables=Death rates ;Premiums;Survivor ...- Authors: Phelim Boyle
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Group plans - Life Insurance
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An Alternative Option Pricing Model
An Alternative Option Pricing Model A European call option pricing model similar to the Black-Scholes ... future. However, unlike Black-Scholes, the market's risk preference is recognized through a parameter ...- Authors: Joseph D Marsden
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Classification of Insurance Products According to GAAP for Mutuals
Classification of Insurance Products According to GAAP for Mutuals This paper addresses ... addition, it will be shown that if a product's dividend formula passes on to the policyholder significantly ...- Authors: Joseph Sirote
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>External forces and business performance; External Forces & Industry Knowledge>General business skills
- Publication Name: Actuarial Research Clearing House
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting
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Extreme Value Statistics, Resampling, and Insolvency Testing
*c J ~ or*c2 u OL+UJ Figure I Figure 2 Figure 3 Seelion 3. S e m i p ~ ~ s r3zagTechniqu_e ... visual and statistical tests on each distribution. Table 1 lists the distribution, the parameters and the ...- Authors: Steven Craighead
- Date: Jan 1996
- 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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Minimum Quadratic Distance Estimation for the Proportional Hazards Regression Model with Group Data
Minimum Quadratic Distance Estimation for the Proportional Hazards Regression Model with Group ... study a survival regression model known as Cox's proportional Hazards model. We assume that the data ...- Authors: Jacques Rioux, ANDREW LUONG
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis
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A Stochastic Model for CCRCs
feasibility studies; • provide appropriate rates of mortality, morbidity, or life expectancy for the commu- ... commu- nity's use; and * perform mortality, morbidity, and withdrawal experience studies. These and other ...- Authors: Bruce Jones
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management
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Surplus Dependent Risk Models
corresponding piecewise deterministic Markov process S(t) with infinitesimal generator, fo°°[f(x y) f(x)lP(dy)] ... probability of ruin is the same for the process S(t) and U(t), the latter being the classical compound ...- Authors: José Garrido, Wojciech Szatzschneider
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Actuarial Approach to Option Pricing
1 Actuarial Approach to Option Pricing Hans U. Gerber Ecole des hautes 6tudes commerciales Universit6 ... stochastic processes. Forj = O, 1,2 . . . . . let S(j) denote the price of a stock a timej. Assume that ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments