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Pension Plan Termination and Retirement Study
486 21.74 17.14 12.96 18.51 26 14,206 17,942 7,473 17 39,638 20.95 16.27 11.29 16.99 27 13,320 18,837 ... females, the lower panel corresponds to males. 17 For an overall comparison of the usefulness of the ...- Authors: Edward Frees
- Date: Dec 2003
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Assumptions and methods
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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
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Household's Life Insurance Demand - a Multivariate Two Part Model
150,000 NAR 0.66 60.25 202.5 900 45,000 CASHEQV 0 3 17 98 32,628 FUND 0 0 0 20 57,500 STOCK 0 0 0 50 200 ... 39.5 47.5 54.5 64 EDUCATION1 1 12 16 17 17 EDUCATION2 0 12 15 16 17 *All the monetary variables are in ...- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2009
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance; Modeling & Statistical Methods
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Household Life Insurance Demand – A Multivariate Two-Part Model
Median Percentile Maximum Cash and cash equivalent 0 3 17 98 32,628 Mutual fund 0 0 0 20 57,500 Stock 0 0 0 ... Education of respondent 1 12 16 17 17 Education of spouse 0 12 15 16 17 Financial vulnerability index (IMPACT) ...- Authors: Edward Frees, Yunjie Sun
- Date: Apr 2010
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Life Insurance
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2003 SOA Pension Plan Turnover Study - Summary and Practical Guidance
2003 SOA Pension Plan Turnover ... 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 ... 11 6.7 12 6.0 13 5.4 14 4.9 15 4.4 16 3.9 17 3.5 18 3.2 19 2.8 20 2.5 21 2.3 22 2.0 23 1 ...- Authors: Edward Frees
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Assumptions and methods
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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
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Relative Importance of Risk Sources in Insurance Systems
0.090 O. 17 98.05 0.00 1(30.00 0.26 10 0.904 O. 17 97.99 0.00 1(30.00 2.59 50 4.522 O. 17 97.99 0.00 ... k-t[ qx) 2 )" (A.17) /ml j=l k=l The second term on the right-hand side of (A. 17) is expressed by ...- Authors: Edward Frees
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management
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General Insurance Deductible Ratemaking with Applications to the Local Government Property Insurance Fund
shown in the Appendix. Specifically, Tables 15, 16, 17 and 18 each show the results from the regression ... 735 0.4157 0.4025 Claims 19,036,189 1.0000 1.0000 17 Figure 5: Comparison of Severity Distributions ...- Authors: Gee Lee, Edward Frees
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance
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Stochastic Life Contingencies with Solvency Considerations
highly suspect; compare Tilley [35] and Giaccotto [17]. The approach is to extend some of the traditional ... Panjer [1], Westcott [39], de Jong [11], Giaccotto [17], and Dhaene [12]. One goal of this study is to ...- Authors: Daniel Dufresne, Edward Frees, Elias Shiu
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies; Financial Reporting & Accounting
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General Insurance Deductible Ratemaking with Applications to the Local Government Property Insurance Fund Supplement
hessian=T) op.gamma.trunc$value # 35320.35 # Table 17. Poisson-Gamma Maximum Likelihood (Model B) # Gamma ... "TypeSchool","TypeTown")]))%*%op.gamma.trunc$par[1:7])* 17 op.gamma.trunc$par[8]) likelihood.pois.trunc<-function(param){ ...- Authors: Gee Lee, Edward Frees
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance