1
-
10
of
30
results (0.61 seconds)
Sort By:
-
Sequential Credibility Evaluation via Stochastic Approximation
at stage n is of the form an = Alk_~ + AV(X) (17) and a corresponding risk sequence is of the form ... distribution we have P~-i ~- io "2 which conforms with (17). We now offer a modification for the risk and gain ...- Authors: Udi E Makov, Zinoviy Landsman
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
-
Stochastic Analysis Of Long Term Multiple-Decrement Contracts
.................................................17 Introduction to Stochastic Lapse .............. ... ................................................ 17 Stochastic Lapse Generator ....................- Authors: Matthew P Clark, Chad R Runchey
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models
-
Conditional Stochastic Interest Rate Models in Life Contingencies
and (2) reduce to 1T F ~t = 202 {G(t) - H(t)} (17) ~t and (~t +~s)TF(~t +~s ) = 20212{G(t) - H(t)} ... 2o2G(t) and 2o2{2G(t) + 2G(s) - G( I t - s [ )} for (17) and (18) respect ive ly . The d i f fe rence ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
-
A Stochastic Investment Model
written on the subject in his presidential address [17] as well as in [18]. During the annual meeting ... I t is assumed A STOCHASTIC INVESTMENT MODEL 17 that the negative binomial constants b and c are ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
Esscher Approximations for Maximum Likelihood Estimates - Exploratory Ideas
Esscher ... compare moments related to fX with moments of ' 17 Everything else just keeps meticulous track ... n=0 (1)n (2n)? (2n)! H2n+j x a c 9>=>; (17) 19 where for the moment, again, we assume that ...- Authors: James Bridgeman
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models
-
Estimating Long-Term Returns in Stochastic Interest Rate Models
Estimating Long-Term Returns in Stochastic Interest Rate Models This paper addresses the evaluation ... rate models, it Insurance: Mathematics and Economics 17, 163- 169. Heath, D.; Jarrow, R. and Morton, A ...- Authors: Lijia Guo, Zenghui Huang
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
-
A Users Guide to the Inflation Generator
A Users Guide to the Inflation Generator This is the User's ... 11 % 12 % 13 % 14 % 15 % 16 % 17 % 18 % 19 % 20 % Fr eq ue nc y ... 3% 5% 7% 9% 11 % 13 % 15 % 17 % 19 % Fr eq ue nc y Annual Inflation ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
-
Long-Term Forecasting for Interest Rates
Nonparametric Approach to Forecasting Interest Rates 17 2. For each maturity M ∈ M and for every pair ... 256 256 8.57E-10 8.46E-08 2.39E-13 2.45E-19 9.65E-17 3.41E-40 512 256 2.09E-16 1.58E-19 9.06E-21 4.79E-33 ...- Authors: Application Administrator, Vladimir S Ladyzhets, Vladimir Cherepanov
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
-
Consistent Pricing for Equity-Linked Products
Consistent Pricing for Equity-Linked Products This paper discusses the binominal financial ... Unit-Linked Life Insurance Contracts”. Astin Bulletin, 28, 17-47. - Wang, S. (1998). “Aggregation of Correlated ...- Authors: Xiaodong Sheldon Lin, PATRICE GAILLARDETZ
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
An Overview of Probabilistic Fuzzy Systems -- Some Preliminary
An Overview ... = = = µ = µ = µ ∑ ∑ ∑ (17) In practice, the system of rules takes the form ... 864–870 ARC2017_Shapiro_Wang_PFS_D_00f1.doc 17 Singpurwalla, N. D., Booker, J. M. (2004) "Membership ...- Authors: Arnold Shapiro, Dabuxilatu Wang
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Stochastic models