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DUALITY BETWEEN UNIFORM DEATHS AND BALDUCCI ASSUMPTIONS
UNIFORM DEATHS AND BALDUCCI ASSUMPTIONS This paper on the duality between uniform deaths and Balducci assumptions ... exposure formulas based upon the assumption of the uniform distribution of deaths were analysed.- Authors: Elias Shiu
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A PARAMETRIC MODEL FOR HEALTH CARE CLAIMS
to the data. Model selection is based on the ChJ-squared goodness-of-fit test and a comparison of the ... A copula function was used to model the bivariate portion of the data. From Actuarial Research ...- Authors: Bruce E Ollodart
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods
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Option Bounds in Discrete Time with Transaction Costs
framework with transaction costs. The model represents an extension of the Cox-Ross-Rubinstein binomial option ... to cover the case of proportional transaction costs. The method proceeds by constructing the appropriate ...- Authors: Phelim Boyle, Ton Vorst
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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In Defense of Minimum-Ro Linear Compound Graduations, and a Simple Modification for its Improvement
Defense of Minimum-Ro Linear Compound Graduations, and a Simple Modification for its Improvement The purpose ... purpose of this paper is to explore the rationale underlying the development of the family of linear compound ...- 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
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Uncertainty in the Modelling Process
Uncertainty in the Modelling Process This is a brief summary of a paper about the process of modelling uncertainty ... uncertainty. The focus is on making inferences about some quantity of interest which, at present, has ...- Authors: Andrew Cairns
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Actuarial Applications Of Tchebyshef's Inequality
Actuarial Applications Of Tchebyshef's Inequality The purpose of this paper is to introduce some ... some actuarial applications of Tchebyshef's Inequality. Contingencies; 17576 1/1/1981 12:00:00 AM ...- Authors: Murray Silver
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Continuous Estimator of a Mixing Distribution
Continuous Estimator of a Mixing Distribution This article discusses a continuous estimator of a mixing distribution ... distribution. Specifically the estimator investigated is a mixture of gamma distributions whose parameters ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Family of Fractional Age Assumptions
A Family of Fractional Age Assumptions This is an abstract of a 1998 presentation from the 33rd Annual ... Actuarial Research Conference that introduces a family of fractional age assumptions and discusses its usefulness ...- Authors: Bruce Jones
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... and lower bounds on the expected value of a reinsurance payment under the terms of a contract written on ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Stability and Convergence of Recurrence Equations
Stability and Convergence of Recurrence Equations This paper discusses the numerical stability ... and Convergence of Recurrence Equations This paper discusses the numerical stability of Panjer's recursion ...- Authors: Harry H Panjer, Shaun Wang
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods