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Recursive Formulas for Compound Difference Distributions
recently in much actuarial literature ([2]; [5]; [17]; [20]; [211; [22]; [24]). It presents a general ... formulas that have appeared recently in ([2]; [5]; [17]; [20]; [21], [22]; and [24]) can also be derived ...- Authors: Beda Chan, Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods
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The Impact of Stock Price Distributions on Selecting a Model to Value Share-Based Payments Under FASB Statement No. 123R
Wiley Trading. AUGUST 2008 RISK AND REWARDS | 17 CONTINUED ON PAGE 18 ThE ImPACT OF STOCK PrICE ... ThE ImPACT OF STOCK PrICE DISTrIBUTION | FrOm PAGE 17 assumes a lognormal distribution of prices. This ...- Authors: Michael Burgess
- Date: Aug 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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A Mixed Lognormal Estimator of a Risk Distribution
and Shohat that is given in Serfling (1980), p. 17, this is a sufficient condition for convergence in ... a~d Shohat that is given in Settling (1980). p. 17. e) This follows immediately after applying Polya's ...- 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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On Some Actuarial Inequalities - Actuarial Note
state that A~:- 1 > .qv (r'-r*+"-"t'+")m'-z'+") . (17) This is the continuous analogue of inequality ... exponents in both (9) and (17) give the ON SOME ACTUARIAL INEQUALITIES 17 "average time until claim ...- Authors: Hans U Gerber, Donald A Jones, Harry M Sarason, John A Schutz, Arnold Shapiro, Gary E Olson
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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A Multilevel Analysis of Intercompany Claim Counts
the prior accident record. NCD = 0 83% NCD > 0 17% SwitchPol 1 if vehicle changes fleet 55% 0 if ... 4,048 2 551 342 577 641 641 3 86 16 86 68 68 4 17 1 13 5 5 ≥ 5 0 2 0 0 Mean 0.142 0.142 0.142 0.142 ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: May 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Household's Life Insurance Demand - a Multivariate Two Part Model
150,000 NAR 0.66 60.25 202.5 900 45,000 CASHEQV 0 3 17 98 32,628 FUND 0 0 0 20 57,500 STOCK 0 0 0 50 200 ... 39.5 47.5 54.5 64 EDUCATION1 1 12 16 17 17 EDUCATION2 0 12 15 16 17 *All the monetary variables are in ...- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2009
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance; Modeling & Statistical Methods
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Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk
Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk This paper compares ... Vldue 95% o o o o = i i J : ! 16(XX) 17(~00 18000 19000 20C00 21000 Value 95% [ o_[ ...- Authors: Beda Chan
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Session 099: Managing Cyber Risk
Session 099: Managing Cyber Risk There is widespread acknowledgement in the insurance industry ... endpoints to significant vulnerabilities Group B 17 Due to the nature of port operations it is difficult ...- Authors: Anthony Dardis, Calvin Weeks, Matt Solomon, Chris Beck
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Modeling & Statistical Methods
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Yield Curve Projection Techniques
63 10.44 16 6.64 9.61 3.89 5.41 12.58 2.43 10.61 17 10.48 14.47 7,41 8.63 15.69 4.98 11.14 18 8.55 12 ... 32 8.53 12.32 6.34 7.11 14.63 3.30 14.02 33 6 .17 10 .88 3 .57 5 .44 9 .92 2 .02 16.81 34 7 ...- Authors: Gregory D Jacobs, Steven Miller, Thomas M McComb
- Date: Sep 1990
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Computing the Probability of Eventual Ruin
of exponential distributions (see [3, p. 45] and [17]). Thus, these two formulas are not practical for ... Insurance: Mathematics and Economics 7 (1988): 75-80. 17. DUFRESNE, F., AND GERBER, H.U. "'The Surpluses Immediately ...- Authors: Eric Seah
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods