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A Mixed Lognormal Estimator of a Risk Distribution
and Shohat that is given in Serfling (1980), p. 17, this is a sufficient condition for convergence in ... a~d Shohat that is given in Settling (1980). p. 17. e) This follows immediately after applying Polya's ...- 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
and Shohat that is given in Serfling (1980), p. 17. c) This result follows after appl.ving Polya's ... and Shohat that is given in Serfling (1980), p. 17 we find that if a---~oo then G(az/xi)dI(xi ~ z) ...- 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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A Continuous Estimator of a Mixing Distribution
and Shohat that is given in Settling (1980), p. 17. c) This result follows immediately after applying ... Applications in Mixtures. The Annals of Stattst~cs, Vol. 17, No. 2, pp. 722-740. Serfling, R.J. (1980). Agprozfmat~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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Nonparametric Tests for Heterogeneity of Risk
consistent est imate of p(n) is T fJ(n) = 1 ~ I(N~=n). (17) Replacing p(n) with /~(n) in (10) yields an empirical ... where oo n=o n Using the definition in (17) we can also write (18) as 238 T Note that ...- 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 ... rate from the Basic Tables and X= {0, 1, 3, 7, 12, 17, 22 . . . . . 67}. Note that this minimization ...- 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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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 ... a~- air 50 --1 0.59 - -0 .32 -0 .24 0.22 - -0 .17 -0 .12 + 1 - -0 .98 0.67 0.48 - -0 .68 0.57 ...- 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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Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
et al. [26]) is a form of MCMC method. Hastings [17] proposed a generalization of this method, which ... Preprint Service. 436 TRANSACTIONS, VOLUME XLVII 17. HASTINGS, W.K. "Monte Carlo Sampling Methods Using ...- 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