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Robust Credibility with the Kalman Filter
Robust Credibility with the Kalman Filter In the paper, the authors implement the empirical version of a robust Kalman filter credibility estimator with a data set, and compare its sensitivity to ...- Authors: José Garrido, Rosario Romera
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Hedging Strategies Using Catastrophe Insurance Options
Hedging Strategies Using Catastrophe Insurance Options For several years there has been discussion in the insurance industry of the need for additional capital sources to participate in insuring ...- Authors: Thomas O'Brien
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Capital management - ERM
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London Life 1982 Occupation Study
London Life 1982 Occupation Study Provides an in-depth review of Canadian occupational mortality and morbidity - disability - experience. This includes population and insured data up to 1981.- Authors: Guy O A Engels
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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The Probability of Ruin in an Autoregressive Model
The Probability of Ruin in an Autoregressive Model This paper addresses the autoregressive model and shows that the boundedness restriction can be removed from the basic result on the probability ...- Authors: S. Promislow
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Insurance, Investment and the Single European Market
Insurance, Investment and the Single European Market This paper considers the development of the insurance and investment markets in the EC from an historical and legal point of view. The likely ...- Authors: Philip Booth
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial markets; Public Policy
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Total Return, Duration and Convexity
Total Return, Duration and Convexity In writing this note on the relationship between total return, duration and convexity, it was author's intent to produce a better understanding of ...- Authors: Elias Shiu
- 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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The Minnesota Antiselection Model
The Minnesota Antiselection Model This model arose from a project to evaluate the cost of a health care access' program to provide comprehensive medical care to uninsureds in Minnesota, for ...- Authors: Application Administrator
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health care; Modeling & Statistical Methods; Public Policy
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Multiple-Decrement Models and Corresponding Conditional Single-Decrement Models
Multiple-Decrement Models and Corresponding Conditional Single-Decrement Models This paper introduces the alternative notion of 'corresponding conditional single-decrement models.' ...- Authors: James W Daniel
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Contingent Claims Valuation of 'Greater of' Benefits
Contingent Claims Valuation of 'Greater of' Benefits Pension funds are usually either defined benefit or defined contribution funds. In Australia in recent years, for a number of ...- Authors: Michael Sherris
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Hybrid plans
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Bayesian Estimation of Tubular Survival Models from Complete Samples
Bayesian Estimation of Tubular Survival Models from Complete Samples The problem of estimation of a tabular survival model from complete samples is considered from a Bayesian approach. If a life ...- 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: Life Insurance; Modeling & Statistical Methods>Bayesian methods