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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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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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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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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
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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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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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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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Nonparticipating Guaranteed Life Insurance: Segment Model
Nonparticipating Guaranteed Life ... -..d Scenario 0 4 5 13 14 15 16 17 SLIDE 8 CHOICE OF INTEREST RATE ASSUMPTION IN ... Scenario 0 1 3 4 5 10 13 14 15 16 17 Description SLIDE 10 PREMIUM DEFICIENCIES ...- Authors: Michel Giguere, Philip J Pothier
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods; Public Policy
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A Computer Algorithm for Multiple Claims Models
practical machine limitations: t .1 .S 1 2 n 9 13 17 25 45 l:ere, t is the number of expected claims ... [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] (24] 'VGAUSSCDJ'V ...- Authors: Gottfried O Berger
- Date: Jan 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Minimum-Rz Moving-Weighted-Average Formulas
calculation, see Lemma 2 of [5], or page 25 of [17]. We shall show that the matrix Q = p(pr (KK~-~P)-ipr ... of end values can be found in [11], [12], [13], [17] and [18]. 4. If the asymmetric minimum-Rz formulas ...- Authors: Elias Shiu
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods