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In Praise of Approximations
In Praise of Approximations Feature article about the use of approximations. Estimation methods;Stochastic models; 7905 7/1/2009 12:00:00 AM ...- Authors: Carol A Marler
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Estimation methods; Technology & Applications
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The Actuary Vol. 19, No. 8 Some Magic Numbers - 72, 114, and 167
The Actuary Vol. 19, No. 8 Some Magic Numbers - 72, 114, and 167 Article from The Actuary, October 1985 – Volume No. 19, Issue No. 8 that talks about the Rule of 72. N/A; 12665 10/1/1985 12:00:00 ...- Authors: Charles L. Trowbridge
- Date: Oct 1985
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Economics; Modeling & Statistical Methods>Estimation methods
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Loss Reserving with Random Selection
Loss Reserving with Random Selection This paper presents a random selection method with the Monte Carlo simulation technique in the estimation of loss reserves. The future loss development ...- Authors: Wu-Chyuan Gau
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Mortality Investigation with Expected Mortality Estimated at Issue by Use of Persistency Factors
Mortality Investigation with Expected Mortality Estimated at Issue by Use of Persistency Factors This note describes a mortality investigation procedure in which the expected mortality applicable ...- Authors: Ernest J Moorhead
- Date: Nov 1961
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods
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Insurance Regulation: the 1-year 99.5% VaR Fallacy
Insurance Regulation: the 1-year 99.5% VaR Fallacy European insurance regulation pretends to capture and rely on the 1-year 1-in-200 VaR. But there cannot exist any scientific calibration of such ...- Authors: Sylvestre Frezal
- Date: Aug 2017
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Extreme value theory; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Multidimensional Whittaker-Henderson Graduation with Constraints and Mixed Differences
Multidimensional Whittaker-Henderson Graduation with Constraints and Mixed Differences In this paper, methods are presented that allow the systematic graduation of multidimensional data subject ...- Authors: Walter B Lowrie
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods>Estimation methods
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Representative Interest Rate Scenarios
Representative Interest Rate Scenarios This presentation suggests a possible flexible solution to the time and resource problems of running a large number of stochastic interest rate scenarios, ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Robust Mortality Estimation
Robust Mortality Estimation There are three commonly used methods for compiling exposure and death data for use in obtaining crude mortality rates. They are lives, policies and amounts of ...- Authors: Stuart Klugman
- Date: Sep 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods
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Non-Parametric Regression with a Functional Independent Variable
Non-Parametric Regression with a Functional Independent Variable This is a presentation From 38th Annual Actuarial Research Conference 8/9/2003, University of Michigan, Ann Arbor, Michigan.- Authors: Charles S Fuhrer
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Estimation methods
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Some Observations on Actuarial Approximations
Some Observations on Actuarial Approximations The method in this paper is to derive expressions for mortality between integral values of age underlying the typical approximations employed, and to ...- Authors: John A Mereu
- Date: Jun 1961
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods