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Developments in Multi-Factor and Multi-Cohort Continuous Time Mortality Modelling
Multi-Factor and Multi-Cohort Continuous Time Mortality Modelling This presentation compares continuous-time ... continuous-time multi-factor affine cohort mortality models and presents estimation results for an affine multi-factor ...- Authors: Michael Sherris
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Closing-Out the Algerian Life Tables: for More Accuracy and Adequacy at Old-Ages
More Accuracy and Adequacy at Old-Ages This paper's objectives are to reduce the variation of life expectancy ... out method and give more homogeneous old age mortality surface for the Algerian population. The paper ...- Authors: Farid Flici
- Date: May 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Forecasting Mortality With International Linkages: A Global Vector-Autoregression Approach
Forecasting Mortality With International Linkages: A Global Vector-Autoregression Approach This abstract ... Vector Autoregression (GVAR) mortality model, in which the joint mortality dynamics of all populations ...- Authors: Hong Li , Yanlin Shi
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Simplex Algorithm and the Exchange Method
The ... SIMPLEX ALGORITHM AND THE EXCHANGE METHOD Hans u. Gerber The presentation of the simplex algorithm ... 5x1 + 5x2 + 10x3 < 1000 10x1 + 8x2 + 5x3 < 2000 < 500 (This is the example discussed in the ...- Authors: Hans U Gerber
- Date: Jan 1981
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Structured Credibility in Applications - Hierarchical, Multidimensional, and Multivariate Models
Structured Credibility in Applications - Hierarchical, Multidimensional, and Multivariate ... This paper expands the calculation of a group's credibility factor from a traditional univariate one-dimensional ...- Authors: Gary G Venter
- Date: Jan 1985
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Mixed Lognormal Distributions
denoted by h(x) and it is equal to r h(x) = //(,lu) ~U) du, Vxe~+ (1.2) ~R The purpose of this paper ... - a 2 Note that if U ~ N(a, b2), then e u ~ LN(a,b). Recall from (2.1) that e u is the median of the ...- Authors: Jacques F Carriere, Christina Ho
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Minimum Variance Plans and the Method of Lagrange Multipliers
Thus w/2 = nDHM!nOH and the minimum variance policy s~tisfies: k = 0.1.2 ••••• n-l and has variance ... QM_"> } k=O M - E(Z)s~ Thus we have two equations in two unknowns. Let n-l o (S ..... )2 + "PM'L { ...- Authors: Stephen J Spindler
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods