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An Investigation of the Gompertz Law of Mortality
Investigation of the Gompertz Law of Mortality This article investigates the properties of the Gompertz distribution ... given in terms of the left-truncated gamma function. Moreover, approximations for the mean, variance ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods
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The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities
The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities The dependent ... between two lives is readily analyzed within the context of probability theory. This paper presents useful ...- Authors: Jacques F Carriere, Lai K Chan
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities; Modeling & Statistical Methods
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The Effect of Removing Cancer as a Cause of Death When it is Correlated with Other Causes
The Effect of Removing Cancer as a Cause of Death When it is Correlated with Other Causes Multiple decrement ... theory traditionally is based on the assumption that competing causes of decrement are stochastically independent ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Nonparametric Tests for Heterogeneity of Risk
Heterogeneity of Risk Consider a portfolio of insurance policies where the mean frquency of claims for ... assumption is that the number of claims for a policy is a Poisson random variable. In this paper the author shows ...- Authors: Jacques F Carriere
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Twelve Parameter Model of Select Mortality Rates
A Twelve Parameter Model of Select Mortality Rates The purpose of this paper is to present a parsimonious ... explains the pattern of mortality for select and ultimate mortality tables. Specifically, the author modeled ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
Carlo and related methods recently presented in the statistical literature can be used to quickly and ... nearly log-concave densities. From Transactions of Society of Actuaries 1995, Vol. 47. Markov Chain;Monte ...- Authors: Jacques F Carriere, John A Mereu, Gordon E Klein, David Scollnik, Jeffrey S Pai
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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A Mixed Lognormal Estimator of a Risk Distribution
Lognormal Estimator of a Risk Distribution This paper discusses a mixed lognormal estimator of a risk distribution ... distribution. Using the observed claim frequencies of a portfolio, the author presents a continuous nonparametric ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Concomitant Information in a Bivariate Model of Claim Frequencies and Severities
Concomitant Information in a Bivariate Model of Claim Frequencies and Severities Develops a statistical ... distributions of claims in presence of covariates, which allows for a more accurate study of insureds' ...- Authors: Jacques F Carriere, Gabriel Escarela
- Date: Aug 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods
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A Continuous Estimator of a Mixing Distribution
Continuous Estimator of a Mixing Distribution This article discusses a continuous estimator of a mixing distribution ... distribution. Specifically the estimator investigated is a mixture of gamma distributions whose parameters ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Nonparametric Estimators of a Distribution Function Base on Mixtures of Gamma Distributions
Nonparametric Estimators of a Distribution Function Base on Mixtures of Gamma Distributions This paper ... nonparametric estimators of the distribution function that are based on mixtures of gamma distributions when ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods