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An Extension of the Whittaker-Henderson Method of Graduation
An Extension of the Whittaker-Henderson Method of Graduation The purpose of this paper is to introduce ... give a number of numerical examples using the method. The method is a variation of the Whittaker-Henderson ...- Authors: Walter B Lowrie
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods>Estimation methods
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Some Instances of the Superiority of Geometric Methods over Arithmetic Methods of Interpolation and Extrapolation
Some Instances of the Superiority of Geometric Methods over Arithmetic Methods of Interpolation and Extrapolation ... presents a few formulaic examples displaying the advantages of geometric methods over arithmetic methods ...- Authors: Charles B Baughman
- Date: May 1965
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods
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An Approximation to the Distribution of Annuity Costs
Approximation to the Distribution of Annuity Costs The purpose of this paper is to illustrate the use of a new ... against adverse mortality experience for a portfolio of life annuity contracts. Annuities;Annuity reserves;Statistical ...- Authors: Newton L Bowers
- Date: Oct 1967
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods
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Discussion - Frequency Distribution of Mortality Costs
Distribution of Mortality Costs This is a discussion of the paper, Frequency Distribution of Mortality ... Costs by John M. Boermeester, which used a series of random numbers to estimate variables under study ...- Authors: Robert L Whitney
- Date: Nov 1956
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods
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Some Observations on Actuarial Approximations
Approximations The method in this paper is to derive expressions for mortality between integral values of age underlying ... underlying the typical approximations employed, and to compare such expressions. Annuity and life reserve ...- 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
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Mortality Investigation with Expected Mortality Estimated at Issue by Use of Persistency Factors
Use of Persistency Factors This note describes a mortality investigation procedure in which the expected ... period of about three years after issue is estimated by use of persistency factors. Discussions of this ...- 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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Multidimensional Whittaker-Henderson Graduation with Constraints and Mixed Differences
paper, methods are presented that allow the systematic graduation of multidimensional data subject to linear ... constraints. With these constraints the practitioner can impose limitations on the graduation that agree with ...- 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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A Simple Monte Carlo Approach to Bayesian Graduation
Bayesian graduation models that substantially ease the prior elicitation burden, and also describes a Monte ... Carlo integration approach that greatly reduces the computational load. Analytics and informatics;Monte ...- Authors: Bradley P Carlin
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods