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Credibility Models: An Estimating Function Approach
Credibility Models: An Estimating Function Approach Abstract for the paper which gives a unified approach to modern credibility models by using the theory of estimating functions. Credibility ...- Authors: Harry H Panjer, David X Li
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Abstracts
Abstracts Abstracts of various papers published in ARCH 1983 Vol. 1 Analytics and informatics; 17659 1/1/1983 12:00:00 AM ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Estimators of the Regression Parameters of the Zeta Distribution
Estimators of the Regression Parameters of the Zeta Distribution The zeta distribution with regression parameters has been rarely used in statistics because of the difficulty of estimating the ...- Authors: Louis G Doray
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Bayesian Approach in Calculating Community Mortality Rates
A Bayesian Approach in Calculating Community Mortality Rates Mortality rates for a local community are desired in conjunction with the calculation of health-adjusted life expectancy HALE, an ...- Authors: Marjorie Rosenberg, Dennis G Fryback
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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On the Confidence Interval of Black-Scholes Model
On the Confidence Interval of Black-Scholes Model This is the abstract of a paper that derives expressions for the moments of the distribution of the option payoff in a Black Scholes economy.- Authors: Phelim Boyle, Hailiang Yang
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments
Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments 3/13/2019 12:00:00 AM ...- Authors: Vytaras Brazauskas
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Currency Risk Models in Insurance: A Mathematical Perspective
Currency Risk Models in Insurance: A Mathematical Perspective This is the abstract of a paper that considers a general two-country model of exchange rate dynamics in which interest rates are ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Credibility and Persistency
Credibility and Persistency This abstract introduces the paper which uses credibility theory to analyze policyholder persistency. It is assumed that persistency depends on the difference between ...- Authors: Virginia Ruth Young
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Model for Analyzing the Impact of Selective Lapsation on Mortality
A Model for Analyzing the Impact of Selective Lapsation on Mortality This is the abstract of a paper that presents a model for examining the effect of various relationships between mortality ...- Authors: Bruce Jones
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Family of Fractional Age Assumptions
A Family of Fractional Age Assumptions This is an abstract of a 1998 presentation from the 33rd Annual Actuarial Research Conference that introduces a family of fractional age assumptions and ...- Authors: Bruce Jones
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods