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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 parametric model that explains the pattern of mortality for select and ultimate mortality ...- 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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Blending Census and Medicare Mortality Rates
Blending Census and Medicare Mortality Rates This paper presents a new method for blending census and Medicare mortality rates for the U.S. Decennial Life Tables. From the Actuarial Research ...- Authors: Jacques F Carriere
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data; Social Insurance>Medicare
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Parametric Models for Life Tables
Parametric Models for Life Tables This paper presents a general law of mortality that is equal to a mixture of Gompertz, Weibull, Inverse-Gompertz, and Inverse-Weibull survival functions.- Authors: Jacques F Carriere
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods>Forecasting
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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 investigates nonparametric estimators of the distribution function that are based on ...- 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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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 relationship between two lives is readily analyzed within the context of probability theory.- 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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Self-Financing Markets and Eventual Arbitrage
Self-Financing Markets and Eventual Arbitrage This paper argues that the self-financing axiom with mild assumptions on the conditional expected returns yields a market with an eventual arbitrage.- Authors: Jacques F Carriere
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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A Mixed Lognormal Estimator of a Risk Distribution
A Mixed Lognormal Estimator of a Risk Distribution This paper discusses a mixed lognormal estimator of a risk distribution. Using the observed claim frequencies of a portfolio, the author ...- 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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An Investigation of the Gompertz Law of Mortality
An Investigation of the Gompertz Law of Mortality This article investigates the properties of the Gompertz distribution function. Explicit formulas for continuous life insurances and annuities ...- 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 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 ...- 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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Estimation of a Multivariate Copula
Estimation of a Multivariate Copula This paper develops the formula for estimation of multivariate copula. These results can be applied to the estimation of correlation coefficients. From the ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods