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Interval Estimates for Risk Loads for Insurers
Interval Estimates for ... 22 0 .02 0 .40 0 .66 0 .64 0 .98 0 .84 1 .17 1 .03 1 .31 1 .22 1 .44 1 .43 1 .57 1 .69 ... -0 .52 0 0.2 2 .18 -0 .31 0 0.3 2 .33 -0 .17 0 0.4 2 .45 -0 .07 0 0 .5 2 .57 0 .06 0 ...- Authors: William E Bailey
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Extreme Value Statistics, Resampling, and Insolvency Testing
Extreme Value ... Several methods to determine k are outlined in [ 15, 17, 21]. Boos [I] takes a more empirical estimate ... LOB 12 LOB13 LOBI4 [,OBI5 LOBI6 LOB 17 LOBI8 LOB 19 I.OB20 LOB2 I LOB22 LOB23 ...- Authors: Steven Craighead
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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An Algebraic Reserving Method for Paid Loss Data
An Algebraic ... ThuS, P l ° 6 ,536 ,1~6 P2 12 .867,247 P3 B 17 ,184,602 P4 - 21#005,412 P5 " 24,548 ,105 P6 ... 0 .9969597474 0 .0429254613 ~9 -4 ,291 ~I0 - -17 .19~ ~XN~BIT I l I -3 Alqebraic Method using ...- Authors: Alfred Weller
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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The Impact of Obesity and Diabetes on LTC Disability and Mortality: Population Estimates from the National Long-Term Care Survey
detailed community sample comprising approximately 17 percent of respondents who were rejected by the ... self-reported diabetes, except for a subgroup of 17 percent of such persons, as discussed below.- Authors: P J Stallard
- Date: Sep 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Long-Term Care News
- Topics: Experience Studies & Data>Disability; Experience Studies & Data>Mortality; Health & Disability>Chronic health management - Health & Disability; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Estimation methods
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Credibility Using A Loss Function from Spline Theory
Credibility Using A Loss Function from Spline Theory We apply decision theory to develop a ... Research Conference Pennsylvania State University 17-19 August 1995 • Most credibility formulas calculate ...- Authors: Virginia Ruth Young
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Representative Interest Rate Scenarios
Representative ... Second 10 Years 21 ! l 12 2005~ 4 9 ~ i ,22~! 17 12 2007 15 12 2008 13 X 12 2009 11 i • 12 2010 ... Figure lb. Scenario 439 Third 10 Years 21 • 19 i 17 i • 15 . ~' 13 . . - ~ ~ × 7 • 5 = 3 0 ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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An Introduction To Risk Measures For Actuarial Applications
lognormal losses, as the distorted survival function is 17 the survival function for a lognormal distribution ... Invariance (TI) For any non-random c H(X + c) = H(X) + c (17) This means that adding a constant amount (positive ...- Authors: Mary Hardy
- Date: Jul 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Estimation methods
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Loss Reserving with Random Selection
of reserve requirements for all accident years. 17 Notice that step 2 to step 4 are the same steps ... Reserve Estimates. ASTIN Bulletin, 23(2): 213-225. 17. Stanard, J.N., 1985. A Simulation Test of Prediction ...- Authors: Wu-Chyuan Gau
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique ... Journal of Amer. Statis. Assoc., Vol. 87, No. 417, 17-24, 1992. [7] Wang, Y, "Dependencies in Joint-Life ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Least Squares Estimation of Future Costs of Ongoing Large Claims
Least Squares Estimation of Future Costs of Ongoing Large Claims This paper develops a method for estimating ... months is CP~(1) + CPi(2) + CPi(3) + . . + CP~(N) 17 $30 I Figure 1 - Monthly Claim Costs of a ...- Authors: Robert Lynch
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods