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The Annual Prize
The Annual Prize An article in the Expanding Horizons newsletter, Issue 26, published in April 2003 ... discusses the Annual Prize to the author or authors writing the best paper to appear in the North American ...- Authors: Edward Frees
- Date: Apr 2003
- Publication Name: Expanding Horizons
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Credibility Using Copulas
encounter data from a cross-section of risk classes towns with a history of insurance claims available for ... class. For the marginal claims distributions, we use generalized linear models, an extension of linear regression ...- 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
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Annuity Valuation with Dependent Mortality
Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity ... annuity values. We discuss a broad class of parametric models using a bivariate survivorship function called ...- 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