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Variability of Pension Contributions and Fund Levels with Random and Autoregressive Rates of Return
order I (AR(1)): [(t) : @ + @ [~(t-1) -@ ] + e(t) (17) where e(t) for t=1,2, ... are independent and ... each with mean 0 and var iance 12. Equat ion (17) replaces assumpt ion 5. in t roduced ear l ier ...- Authors: Steven Haberman
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods
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Graduation by Kernel and Adaptive Kernel Methods with a Boundary Correction
Many other transformations are possible ([9], [17], [18]), but their rela- tive merits are beyond ... choose l,~ = (e Jey , for i, j = 1 . . . . . n. (17) The sensitivity parameter is still necessary to ...- Authors: Steven Haberman, Richard Verrall, JOHN EMMETT GAVIN
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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Pension Plan Asset Valuation Methods
Pension Plan Asset Valuation Methods A discussion of the various Pension Plan Asset Valuation Methods. ... Funding. Richard D. Irwin, Homewood, Illinois. 17) Winklevoss, H.E. (1993). Pension Mathematics with ...- Authors: Steven Haberman, MUHAMMAD IQBAL OWADALLY
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Pension Forum
- Topics: Pensions & Retirement>Assumptions and methods
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Weighted Compositional Data Analysis for Modeling and Forecasting Life-Table Death Counts
Weighted Compositional Data Analysis for Modeling and Forecasting Life-Table Death Counts This is a ... International Symposium on Information Theory’. 17 Horiuchi, S., Ouellette, N., Cheung, S. L. K.- Authors: Han Lin Shang, Steven Haberman
- Date: Nov 2023
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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On the Decomposition of Mortality Models into Causes of Death
1959-2019, aged 20-89 See Figures B.9, B.10 and B.11 17 0.00% 0.25% 0.50% 0.75% 20 40 60 80 age I ... HIV disease. Annals of Internal Medicine, 135(1):17–26, 2001. ISSN 00034819. doi: 10.7326/0003-4819- ...- Authors: Andres Mauricio Villegas Ramirez, Madhavi Bajekal, Steven Haberman
- Date: Nov 2023
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography