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Statistical Robustness: One View of Its Use in Applications Today
distribution. Usually the sample stan- dard deviation s is not used as a d value since it Is influenced ... L- L If - n i=l d That is, for large n, Jn<a-e)/s 1 has an approximate stan- dardized normal distribution ...- Authors: Robert V Hogg
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis
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Variance of Loss Functions for Term, Pure Endowments and Regular Endowments
Variance ... fCov (L2, L3) -< 0. Proof. Let S = var L~ - var L: - var L 3 .'. S = var L 1 - var L~ - vat L 1 ... 2 - E2)(L 3 - E3) ] = -2 cov(L2, L 3) and S>0 only i fcov (L2, L0-<0 q.e.d. CASE 1 - Single ...- Authors: John A Mereu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Term life
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Least Squares Estimation of Future Costs of Ongoing Large Claims
former approach has three advantages: (i) It is a s impler ca lcu lat ion, (2) It makes the pro jec ... FACTORS FROM EXPERIENCE DATA Scope - For the sake of s impl ic i ty, I wi l l refer here on ly to the ...- Authors: Robert Lynch
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Uniqueness of Yield Rates
CLEARING HOUSE 1996VOL. 1 UNIQUENESS OF YIELD RATES S. DAVID PROMISLOW York University, North York, ON ... appeared in the finance literature in the 1970's, often reproving known facts. The mathematical literature ...- Authors: S. Promislow, David Spring
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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An Algebraic Reserving Method for Paid Loss Data
An Algebraic Reserving Method for Paid Loss Data Sooner or later a casualty actuary is confronted by ... the reciprocal of incurred losses. 1 Rj - xj (S) Reciprocal of incurred loss for accident year j ...- Authors: Alfred Weller
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Risk Theory and Partially Non-Consequential Decisionmaking
Risk Theory and Partially Non-Consequential Decisionmaking Non-consequentiality is quite consequential ... probabilities, and characterizinq the very decision(s) at hand. Put another way RT applies best where ...- Authors: Alan D Biller
- Date: Jan 1986
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Finance & Investments>Risk measurement - Finance & Investments