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On Estimation of Parameters of the Pareto Distribution
On Estimation of Parameters of the Pareto Distribution The two-parameter Pareto distribution is a commonly ... modeling. Minimum variance unbiased estimates of the parameters of Pareto distribution are not known. In this ...- Authors: Rohan J Dalpatadu, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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The Uniform Distribution of Deaths Assumption and Probability Theory
The Uniform Distribution of Deaths Assumption and Probability Theory The purpose of this note is to ... formulas of life contingencies can be derived almost painlessly under the uniform distribution of deaths ...- Authors: Hans U Gerber, Donald A Jones
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Least Squares Estimation of Future Costs of Ongoing Large Claims
Estimation of Future Costs of Ongoing Large Claims This paper develops a method for estimating the future ... claim costs of known ongoing large medical claims. It applies Least Squares analysis of historical experience ...- 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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Loss Reserving with Random Selection
method with the Monte Carlo simulation technique in the estimation of loss reserves. The future loss ... distribution of observed loss development factors. This nonparametric approach provides an estimate of the distribution ...- 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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Another Look at Empirical Estimation of Actuarial Risk Measures
at Empirical Estimation of Actuarial Risk Measures This paper discusses the actuarial risk measures ... measures and uses a variety of estimation techniques such as nonparametric approach, parametric methods and robust ...- Authors: Vytaras Brazauskas
- Date: Sep 2008
- 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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Extreme Value Statistics, Resampling, and Insolvency Testing
Testing By the use of resampling and extreme value statistics we will develop a method to reduce the time and ... costs of testing insurance company insolvency. Most ruin models require assumptions about the surplus ...- Authors: Steven Craighead
- 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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A Claim Reserve System
estimates of the unpaid portion of claims which have been incurred over a given period of time, making ... making use of information on numbers of claims and amounts paid on claims as of the valuation date. In this ...- Authors: William A Bailey, Bruce E Nickerson
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Interval Estimates for Risk Loads for Insurers
Estimates for Risk Loads for Insurers In Volume LXXV of the Proceedings there appeared a paper entitled Risk ... intervals for the betas in TABLE 4 [Profit Margins and Their Standard Deviations by Line of Business] of this ...- Authors: William E Bailey
- 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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An Algebraic Reserving Method for Paid Loss Data
casualty actuary is confronted by the question, Given a history of paid loss amounts by calendar year ... analyze additional data within the time constraints for the reserving decision. The algebraic reserving method ...- 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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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
and then uses the interval censoring technique to estimate the probability of failure of a Joint-life ... that the life annuities of joint-life status calculated assuming independence overestimates the ones ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- 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