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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality ... mortality for determining annuity values. We discuss a broad class of parametric models using a bivariate ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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The Annual Prize
Products. ; <!-- InstanceBeginEditable name="Table" --> The Annual Prize By Edward Frees Each year ... editorial board of the journal selects the winner(s). Like the 2000 US Presidential elections, the contest was ...- Authors: Edward Frees
- Date: Apr 2003
- Publication Name: Expanding Horizons
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Credibility Using Copulas
⎜⎜⎝ ⎛ +−= ),S(bexp),p( φφ it ititit itit y θθy θy . Here, the functions b(.) and S(.,.) are chosen ... explanatory variables. 3.1 Descriptive statistics Table 1 displays the descriptive statistics for average ...- Authors: Edward Frees, PING WANG
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models