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Bayesian Inference for Small Population Longevity Risk Modelling
Bayesian Inference for Small Population Longevity Risk Modelling This presentation considers the ... the calibration of stochastic mortality models. stochastic mortality models;bayesian;small population ...- Authors: Liang Chen, Torsten Kleinow, Andrew Cairns
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Bayesian methods
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Simulating A Predictive Multivariate Total Claim Distribution With Excel VBA
total claim distribution with Excel VBA∗ Rohana S. Ambagaspitiya Department of Mathematics and Statistics ... claims data for three classes over three periods. ∗2000 Mathematics Subject Classification: Primary 65C05 ...- Authors: Rohana Ambagaspitiya
- Date: Jul 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Health & Disability; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Simulation
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Tables from Paper on Use of Bayes Lemma to Construct Frequency Distribution of qx
Tables from ... Period Pro ba bil i ties _..;O:!b~s::.!e::..:r:,cv~a!.!t:..:i~o:!n!.:s~- 1 2 ••• n A mn n+l ___ ... for the jth period • • • X __ n_ r m sl s m I: = 1 pij =the probability of observing xj ...- Authors: William A Bailey
- Date: Jan 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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STOCHASTIC APPROACHES TO CORPORATE PLANNING
APPROACHES TO CORPORATE PLANNING Teaching Session FRANK S. IRISH There are a large number of plsnn_ ng problems ... every additional risk puts a strain on the company' s ability to absorb risk. We in the insurance business ...- Authors: Frank S Irish
- Date: Apr 1977
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models
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Calibrating Risk Score Model with Partial Credibility
“offset” variable that represented the original model’s risk score prediction. In a standard linear regression ... The specific error metrics are presented in the table below: Model Description Error Metric on Next Year ...- Authors: Sheamus Parkes, Brad Armstrong
- Date: Oct 2015
- Competency: Results-Oriented Solutions>Actionable recommendations; 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: Expanding Horizons
- Topics: Health & Disability>Health care; Health & Disability>Health insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Estimation methods; Predictive Analytics
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An Uncharacteristic Application of Actuarial Science
An Uncharacteristic Application of Actuarial Science An in-depth look at how actuarial skills ... statistics, financial math- ematics, modeling mortality and other uncertain events. On the job, skills ...- Authors: Michael Adams
- Date: Nov 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuary of the Future
- Topics: Modeling & Statistical Methods>Bayesian methods
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Calibrating Risk Score Model with Partial Credibility
Calibrating Risk Score Model with Partial Credibility This article describes a method that can be ... The specific error metrics are presented in the table below: Model Description Error Metric on Next ...- Authors: Sheamus Parkes, Bradley Armstrong
- Date: Jul 2015
- Competency: 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: Predictive Analytics and Futurism Newsletter
- Topics: Health & Disability>Health care; Health & Disability>Health insurance; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis; Predictive Analytics