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  • Bayesian Graduation of FHA/HUD Single Family Home Mortgage Insurance Contracts
    Bayesian Graduation of FHA/HUD Single Family Home Mortgage Insurance Contracts Mortgage insurance is ... guarantee the mortgage investor [mortgagee] against financial loss due to the inability of the home buyer ...

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    • Authors: Thomas Herzog
    • Date: Jan 1981
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
  • The Case of the Miscoded FHA Single Family Mortgage Records
    The Case of the Miscoded FHA Single Family Mortgage Records This paper describes an analysis of data ... computer records on 246 federally-insured mortgages. Twenty-three of the corresponding mortgages were sampled ...

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    • Authors: Thomas Herzog
    • Date: Jan 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Bayesian methods
  • 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 ...

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    • 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
  • Modeling Home Equity Conversion Mortgages
    approach used to estimate the amount of a level-payment annuity payable as long as the person is alive and ... his/her house. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43 ...

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    • 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
  • Experience of Refinanced FHA Section 203 [b] Single Family Mortgages
    Experience of Refinanced FHA Section 203 [b] Single Family Mortgages This paper examines the Federal Housing ... understand recent past experience as well as to forecast future experience. Discount rates=Interest rates;Mortgages;Termination ...

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    • Authors: Thomas Herzog, James Laverty
    • Date: Jan 1995
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Actuarial Research Clearing House
    • Topics: Economics>Financial economics
  • Analyzing Recent Experience on FHA Investor Loans
    describes a study undertaken to determine whether the Federal Housing Administration's 'FHA' ... 'non-occupant' loans should be modified. The sample data were analyzed using both Bayesian and ...

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    • 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
  • Credibility: The Bayesian Model versus Bühlmann's Model
    Credibility: The Bayesian Model versus Bühlmann's Model This paper examines the compatibility of the two ... models, in the hope that this exploration will prompt a greater cross-fertilization of ideas between ...

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    • Authors: Thomas Herzog
    • Date: Oct 1989
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods>Bayesian methods
  • Modeling Home Equity Conversion Mortgages
    Mortgages Many seniors who own houses in the United States have most of their wealth in their houses. Home ... approach used to estimate the amount of a level-payment annuity payable as long as the senior is alive and ...

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    • 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
  • 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 ...

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    • 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
  • 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 ...

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    • Authors: Thomas Herzog
    • Date: Jan 2006
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods