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Some Remarks in Statistical Independence and Fractional Age Assumptions
respect to the statistical independence of the curtate future lifetime and the fractional part of the future ... future lifetime, both of a general status. In particular, the conditions for independence need to be stated ...- Authors: Gordon E Willmot
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Longevity; Finance & Investments>Risk measurement - Finance & Investments
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Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law
Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law This is a simplified ... simplified approach to calculating the variance of the whole life random variable in certain, very common ...- Authors: John A Mereu
- 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; Life Insurance>Whole life
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Comparing Needs for Initial Surplus in Collective Risk Models
Risk Models The initial risk reserves in collective risk models vary according to the underlying claim ... distribution, and a suitable level of ruin probability. A thorough analysis of the needed initial surplus for ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
and then uses the interval censoring technique to estimate the probability of failure of a Joint-life ... that the life annuities of joint-life status calculated assuming independence overestimates the ones ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- Date: Jan 1995
- 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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Manipulating Lagrangian Distributions and Associated Compound Distributions with Maple
Associated Compound Distributions with Maple Applications of Lagrangian distributions to modelling claim frequency ... relatively new concept. The major difficulty is that the generating functions of these distributions cannot ...- Authors: Rohana Ambagaspitiya
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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An American Actuary Looks at Risk Management
an Overview of the role of the American actuary in risk management today, a book review of a remarkable ... remarkable new work by a philosopher of science, and a challenge to the reader. Assumptions;Discount rates=Interest ...- Authors: Oakley E Van Slyke
- Date: Jan 1986
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Management skills; Actuarial Profession>Professional development
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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions In 1993 ... 1993, the Chicago Board of Trade introduced a futures contract on a financial index that reflects the insurance ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- 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
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An Investment Actuary's Approach to ALM
that paper the concept of benchmark weights for measuring the sensitivity of the present value of a set of ... of cash flows to changes in interest rates. However, a completely different approach to calculating benchmark ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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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 Data ... Cox's proportional Hazards model. We assume that the data available are already grouped and develop a ...- 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
retirement community CCRC populations. The model considers CCRCs with a number of independent living units and ... modeled using a time-homogeneous Markov process. The paper provides some probabilistic results and some ...- 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