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Modeling Home Equity Conversion Mortgages
used to estimate the amount of a level-payment annuity payable as long as the person is alive and living ... Society of Actuaries 1991, Vol. 43. Assumptions;Mortality assumption;Mortgages; 2679 10/1/1991 12:00:00 ...- 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
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Modeling Home Equity Conversion Mortgages
used to estimate the amount of a level-payment annuity payable as long as the senior is alive and living ... Research Clearing House 1990, VOL. 2. Inflation;Mortality assumption; 370 1/1/1990 12:00:00 AM ...- 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 and Health Insurance
Credibility and Health Insurance Presented at October 2000 Annual Meeting. This is a brief summary of ... credible are covered. Credibility theory; 18034 10/1/2000 12:00:00 AM ...- Authors: Thomas Herzog
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Graduation of FHA/HUD Single Family Home Mortgage Insurance Contracts
(Herzog [1981]), we constructed a survivorship table for Section 203 single-family home mortgage insurance ... mechanical. The Section 203 survivorship table constitutes Table 11 the two sets of predicted Section ...- Authors: Thomas Herzog
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
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Credibility: The Bayesian Model versus Bühlmann's Model
Credibility: The Bayesian Model versus Bühlmann's Model This paper examines the compatibility of the ...- 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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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
Information Theoretic Approach to Actuarial Science: A Unification and Extension ... Actuaries 1991, Vol. 43. Contingencies;Mortality rates=Mortality tables=Death rates ;Statistical methods;Stochastic ...- 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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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
used for this study are debt instruments of the U.S. Gov- ernment. These securities are widely held ... Salomon Brothers, Inc. [12]; it is found in Part I, Table 1. Here the three-month and six-month yield data ...- 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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Applications of Capture-Recapture Methods
contingency table with one missing value denoted by 22x : TABLE 1 Basic 2-by-2 Contingency Table Second ... data in Table 2 below, a table similar to Table 6.2-1 in Bishop, Fienberg, and Holland. Table 6.2-1 is ...- Authors: Thomas Herzog
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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The Case of the Miscoded FHA Single Family Mortgage Records
for the special case at hand are summarized in Table 1 below. Here we have n=23, r=23, and m=223, ... Based on our assumptions and the ensuing results of Table 1, the probability that all 223 case records represent ...- Authors: Thomas Herzog
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods