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Bayesian Graduation of FHA/HUD Single Family Home Mortgage Insurance Contracts
Bayesian ... 13 50748.1 14 47714.7 15 44879.5 16 42226.2 17 39539.1 18 36841.2 19 34154.8 20 31502.8 21 28908 ... 13 54 6107 14 34 6090 15 21 6071 16 13 6560 17 8 7057 18 4 7563 19 3 8076 20 2 8587 21 1 9099 ...- Authors: Thomas Herzog
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
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Experience of Refinanced FHA Section 203 [b] Single Family Mortgages
calendar years 1992 and 1993, as shown in Figures 17 and 18, the Salt Lake City, Denver, and Minneapol ... 60% 47.13% 40 44.94% 26 53.06% 51.45% 191 21.36% 17 35.42% 76.54% 131 30.61% 18 45.00% 66.03% 104 47 ...- Authors: Thomas Herzog, James Laverty
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics
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Analyzing Recent Experience on FHA Investor Loans
Casehinders Rate 1979 5 39 12.8% 1981 25 64 39.0% 1983 17 74 23.0% As a result, the overall claim rate of ... of the distributions are related by the formulas [17, p. 55, Theorem 2.3] 1 1 1 - + (1) 2 2 2 • ...- Authors: Thomas Herzog
- Date: Oct 1988
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods; Public Policy
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Modeling Home Equity Conversion Mortgages
Albany, NY 102,1 17.36 4.71 1.32 8.45 2.00 846400 17 Raleigh-Durham, NC 102.0 16.31 13.80 . . . . 2.40 ... 1167800 1054500 297400 878200 431500 48762200 17 N.A.R. METRO AREA HOME PRICE DATA ANN,PGT.- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Credibility: The Bayesian Model versus Bühlmann's Model
Credibility: ... P[X2 = rn~X, = k] 0 2 14 Total Value of k 17/24 7/36 7/72 7/12 85/288 35/288 14 7/12 ... of claim amounts. Example 4. 4: Suppose that 17 claims are observed during the first four periods ...- Authors: Thomas Herzog
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods
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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
But 1 +17 =PT+ql/P,"; thus the lognormal assumption for bond prices implies that the In(1 +17) is normally ... are STATISTICAL TESTS OF LOONORMAL DISTRIBUTION 17 standardized techniques for collecting and recording ...- 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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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
Information Theoretic ... 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 31 ... is described in more detail in Brockett and Cox [17]. We provide two numerical examples that illustrate ...- 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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Modeling Home Equity Conversion Mortgages
Modeling Home Equity Conversion Mortgages This report describes a stochastic simulation approach ... Albany, NY 102.1 17.36 4.71 1.32 8.45 2.00 846,400 17. Raleigh-Durham, NC 102.0 16.31 13.80 -- - 2.40 ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models