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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes This paper identifies ... underlying the use of the lognormal distribution for modeling the periodic change in the interest rate of a given ...- Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Believe It Or Not!
session 9I of the Maui II Spring Meeting discuss credibility and why it should be important to the actuary ... actuary. From the Record of the Society of Actuaries, Vol. 24, No. 2. Credibility theory; 17624 6/1/1998 ...- Authors: Thomas Herzog, Stuart Klugman
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
to Actuarial Science: A Unification and Extension of Relevant Theory and Applications This paper presents ... into the determination of probability distributions and other finite measures and develops the statistical ...- Authors: Bradley P Carlin, Beda Chan, Thomas Herzog, William L Roach, Elias Shiu, Patrick L Brockett, Josh Babier, Wojciech Szatzschneider, E S Rosenbloom
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Modeling & Statistical Methods
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Applications of Capture-Recapture Methods
Applications of Capture-Recapture Methods This paper reviews the general methodology of capture-recapture ... such as estimating the size of the undercount in censuses and estimating the number of duplicate records ...- Authors: Thomas Herzog
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods