1
-
9
of
9
results (0.66 seconds)
Sort By:
-
The ASTIN Section of the International Actuarial Association
The ASTIN Section of the International Actuarial Association By Frank Cuypers, Yuriy Krvavych ... and implications of the IFRS (International Financial Reporting Standards) No. 17, (4) synergy of machine ...- Authors: Emiliano Valdez, Yuriy Krvavych, Frank Cuypers
- Date: Dec 2018
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: General Insurance Insights
- Topics: General Insurance (Property & Casualty)
-
A Multilevel Analysis of Intercompany Claim Counts
the prior accident record. NCD = 0 83% NCD > 0 17% SwitchPol 1 if vehicle changes fleet 55% 0 if ... 4,048 2 551 342 577 641 641 3 86 16 86 68 68 4 17 1 13 5 5 ≥ 5 0 2 0 0 Mean 0.142 0.142 0.142 0.142 ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: May 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
-
The 46th Actuarial Research Conference at UConn
The 46th Actuarial Research Conference at UConn The article announces the 2011 Actuarial Research ... learning. Founded in 1881, today UConn encompasses 17 schools and colleges, and enrolls more than 29,000 ...- Authors: James Bridgeman, Emiliano Valdez
- Date: Apr 2011
- Competency: Leadership>Professional network leverage
- Publication Name: Expanding Horizons
- Topics: Actuarial Profession>Academic partnerships
-
Managing Retirement Assets Symposium: The Simple Analytics of a Pooled Annuity Fund
Managing ... ti k xskxst t t 1 ** ,][ 1 ][ 1 . (17) Equation (17) gives an average survivorship rate based ... rate (harmonic mean again). The weights used in (17) can be denoted as ** ,][][ 1 t Ai ti k xt ...- Authors: Emiliano Valdez, John Piggott, Bettina Detzel
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Group plans - Annuities; Demography>Longevity; Pensions & Retirement; Pensions & Retirement>Retirement risks
-
Annuity Valuation with Dependent Mortality
> b. In this case, we have/~*= 1 and Prob(2 ~ = 17 I T t>0,T2>0) = 1 -Hl (b , b) . (5.2) Combining ... Journal of the American Statistical Association 87, 17-24. Jagger, C. and Sutton, C.J., 1991, Death after ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
-
Understanding Relationships Using Copulas
frailty y . That is. Pr ob(T, >t ...... T, > t,17) = Pr ob(T, > t,ly).-. Pr ob(T, > t,ly ) = S, ( ... marginals. Marshall and Olkin (1988) showed that 17 F. , .x ...... xp)=E( . , (x , ) .. . . { ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
A Hierarchial Model for Micro-level Stochastic Loss Reserving.
A Hierarchial Model for Micro-level Stochastic Loss Reserving. This presentation develops a ... Payment type Payments Prediction Conclusion page 17 Time to events How to specify the intensity functions ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
-
Session 044: Incorporating Predictive Analytics in the Insurance Value Chain
Session 044: Incorporating Predictive Analytics in the Insurance Value Chain Predictive modeling continues ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 1. A challenge Variable Annuities Monte ...- Authors: Adnan Haque, Emiliano Valdez
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Technology & Applications; Technology & Applications>Analytics and informatics
-
Global Mortality Improvement Experience and Projection Techniques
................................................ 17 Part 1: General Population - Mortality Improvement ... ................................................ 17 Part 2: Insured Population — Comparisons to the ...- Authors: Emiliano Valdez, Marianne C Purushotham, Huijing Wu
- Date: Jun 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality