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A Statistical Analysis of Banded Data with Applications
A Statistical Analysis of Banded Data with Applications The goal of this paper is to develop best ... these estimates are given in terms of the mean. Mortality risk;Retention; 2637 10/1/1990 12:00:00 AM ...- Authors: Robert Reitano
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods
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Multivariate Duration Analysis
for N and N', since D;, = l/2D N, and C;~ = 1/4C u by (3.3). To be uniquely defined, one can normalize ... the upper limit of integration with s, say, then substituting s= 1 into the second-order Taylor expansion ...- Authors: Robert Reitano
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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A Multivariate Approach to Immunization Theory
immunization properties of that model. In particular, resul~s are developed regarding directional immunization ... context of the immunization of a firm's or portfoli9'S net worth. That is, in pursuit of conditions under ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods