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Claims Reserving when there are Negative Values in the Development Triangle
essentially the same. Also, in what follows we use direct Monte Carlo simulation as described in Appendix ... year is too cumbersome to derive. Hence we use direct simulation from the posterior distributions to ...- Authors: Enrique de Alba
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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A Closer Look At The Adjustment Coefficient
A Closer Look At The Adjustment Coefficient The adjustment coefficient R plays an important ... httle from the previously calculated values. Direct calculation of Var(l~) would still be very difficult; ...- Authors: Esther Portnoy
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Claims - Life Insurance
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Estimating Parameters of the Force of Mortality in Actuarial Studies
Estimating Parameters of the Force of Mortality in Actuarial Studies This paper presents an additional ... estimators of weibull parameters can be found by direct maximization of the likelihood function L ---- ...- Authors: Rohan J Dalpatadu, Malwane M Ananda, Ashok K Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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MODELING FLEXIBLE BENEFIT SELECTION
which the group members obtain health care from licensed health care providers and then are reimbursed ... distribution was based on some data obtained from Health Care Service Corp. (Blue Cross Blue Shield of Illinois) ...- Authors: Charles S Fuhrer, Arnold Shapiro
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods
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A 99-Year Prospective Test of an Interest Rate Theory
1920-97. Lewis's underlying theory--that the primary "tidal" force is the expectation of productiveness--will ... of 20-30 years. As for Lewis's theory that the primary tidal force influencing interest rates is the ...- Authors: Daniel Case
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics
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Conveying Actuarial Concepts
Conveying Actuarial Concepts This paper shows at a relatively low cost, computer assisted instructional ... process (Walkin, 1982), and subsequently select and direct appropriate learning activities. Fourth, CAI ...- Authors: Arnold Shapiro, Schenley Hajek Hall, William J Gibbs
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession; Technology & Applications
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Pricing Practices For Joint Last Survivor Insurance
Pricing Practices For Joint Last Survivor Insurance Using data from a large insurance ... (see the last two rows of the table). There exist direct relationships between values of a and such nonparametric ...- Authors: Heekyung Youn, Arkady Shemyakin
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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A Method for the Calculation of Aggregate Stop-Loss Premiums
A Method for the Calculation of Aggregate Stop-Loss Premiums This paper presents a procedure ... change in the charges for medical -2- I j care, changes in the course of medical treatment of illnesses ...- Authors: Charles S Fuhrer
- Date: Jan 1988
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance
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Recent Trends in Mortality Rates by Race
to, utilization of, and expenditures for health care. Another public source is the set of life tables ... attendant problems. Poverty limits access to medical care, interferes with "good" choices about diet and other ...- Authors: Esther Portnoy
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Mortality - Demography; Demography>Population data
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Non-Life Insurance Claim Incurral, Accrual, and Reporting Analysis
Non-Life Insurance Claim Incurral, Accrual, and Reporting Analysis This review summarizes the ... CLAIM MODEL The claim model is composed of three primary parts, incurral, accrual and reporting. Claim ...- Authors: James Robinson
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models