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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique In this paper,we present a method which first converges a two dimensional data to a univariate one ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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2005 Living to 100 and Beyond Monograph: Impact of Aging Populations
2005 Living to 100 and Beyond Monograph: Impact of Aging Populations Discussion among experts. From 2005 Living to 100 and Beyond Monograph, M-LI05-1. Longevity; 7668 1/12/2005 12:00:00 AM ...- Authors: Application Administrator, J Bruce MacDonald, Krzysztof Ostaszewski, Lijia Guo
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity
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Effective Stress Testing in Enterprise Risk Management
Effective Stress Testing in Enterprise Risk Management This paper discusses both the theoretical and the application aspects of stress testing in managing enterprise risks. Effective stress ...- Authors: Lijia Guo
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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An Optimal Model for Asset Liability Management
An Optimal Model for Asset Liability Management This paper addresses the stochastic modeling for managing asset liability process. We start with developing a jump-diffusion process for evaluating ...- Authors: Lijia Guo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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2005 Living to 100 and Beyond Monograph: The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed Death Benefits
2005 Living to 100 and Beyond Monograph: The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed Death Benefits This paper studies the impact of ...- Authors: Lijia Guo
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Capital Allocation by Possibilistic Linear Programming Approach
Capital Allocation by Possibilistic Linear Programming Approach Traditional mean-variance method does not take skewness of the random rate of return into consideration. It only considers minimum ...- Authors: Lijia Guo, Zhen Huang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Data Mining Techniques for Mortality at Advanced Age
Data Mining Techniques for Mortality at Advanced Age This paper addresses issues and techniques for advanced age mortality study using data mining techniques, a new technology on the horizon with ...- Authors: Lijia Guo, Morgan C Wang
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Effective Stress Testing in Enterprise Risk Management
Effective Stress Testing in Enterprise Risk Management Abstract for the 2008 ERM Monograph paper, “Effective Stress Testing in Enterprise Risk Management”. Stress Test; 8294 4/1/2008 11:43:00 AM ...- Authors: Lijia Guo
- Date: Apr 2008
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Predictive Modeling for Advanced Age Mortality
Predictive Modeling for Advanced Age Mortality This paper introduces the predictive modeling tools to mortality research. The predictive modeling is applied to study how multiple risk drivers ...- Authors: Lijia Guo
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality
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Predictive Modeling for Advanced Age Mortality Abstract
Predictive Modeling for Advanced Age Mortality Abstract This paper introduces the predictive modeling tools to mortality research. The predictive modeling is applied to study how multiple risk ...- Authors: Lijia Guo
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement