61
-
70
of
146
results (0.53 seconds)
Sort By:
-
Optimization of the Ultimate Ruin Probability in Risk Theory
d inWrval and its first two ItlOlll(?llls hav(' s!t)(?(:itJc valll0S. A lllllll~rii:a] approach is IlSC:(] ... lllOlll(~lllS of t|l(~ c|ainlsizo distrilmtion. Th(~s(~ bounds are obtain~,d without th~ (~stimation of ...- Authors: Etienne Marceau
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
The Distribution of Prescription Drug Use By The Elderly - The Pace Experience
demographic characteristics of this sample are shown in Table 1 together with breakdowns by cohort and exposure ... complete. The nursing home residents listed in Table 1 represent PACE beneficiaries who report being ...- Authors: Arnold Shapiro, JOHN THOMAS MONYAK, Bruce C Stuart, N Edward Coulson
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability; Modeling & Statistical Methods
-
Graduation by Optional Bootstrapping
Bootstrapping The topic is graduation of raw mortality rates. The approach is to use operational bootstrapping ... Clearing House 1994 Vol. 1 . Mortality modeling;Mortality rates=Mortality tables=Death rates ; 556 1/1/1994 ...- Authors: William A Bailey
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
An Explicit Formula for the Probability of Ruin
An Explicit ... amount d i s t r ibut ions , the ru in probab i l i ty ~ (u) can be e>:pressed as n - r u \~ C e ... So ~ar on ly re la t ionsh ips among C 's and r ' s have been ~ound i i such as in [3 ] (P ...- Authors: Hung-Ping Tsao
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Operational Bootstrapping For The Least Squares Credibility Z
Operational Bootstrapping For The Least Squares Credibility Z In Gary Venter's ... The Least Squares Credibility Z In Gary Venter's paper on Credibility in Foundations Of Casualty Actuarial ...- Authors: William A Bailey
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Ruin Modeling for Compound Nonstationary Poisson Processes with Periodic Claim Intensity Rates
Ruin Modeling ... rac t i s i ssued fo r a l im i ted t ime per iod , say one year . Dur ing th i s per iod ... to the po l i cyho lder ; when no c la im i s made ( i .e . no events occur red or they were ...- Authors: José Garrido, Stefanka Chukova, Boyan Dimitrov
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Abstracts
Seal, is repr in ted f rom The Actuary . Th is i s fo l lowed by f lve le t te rs respond ing to ... le . The der ivat ion of exposure fo rmulas i s d i scussed . Two o f the le t te rs d i scuss ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Nonparametric Regression Methods Based on Regression Quantiles
Nonparametric ... Department of Statistics, 101 IUini Hall 725 S. Wright Street Champaign, IL 61820 ABSTRACT ... ~(0) to minimize Po(Yi - x i '~) , PO(u) -= ou+ + (1 -e )u - i=1 As an example, consider the 1755 ...- Authors: Stephen Portnoy
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
within the context of expected utility theory. • u = concave utility function of wealth of the buyer ... for complete coverage against the loss Y. u(w – P) = E[u(w – Y)]. • See Bowers et al. (1997, equation ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
-
Toward a Unified Approach to Fitting Loss Models
the exact value was observed. Next, consider a mortality study following people from birth. If 547 people ... distribution function is defined for all values. Let U be the largest right censored observation, pro- vided ...- Authors: Stuart Klugman, Jacques Rioux
- Date: Jan 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods