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Summary Of Social Security Administration Projections Of The OASDI System
Summary Of Social Security Administration Projections Of The OASDI System The projection methods used ... used by the Social Security Administration's Office of the Chief Actuary are important. The resulting ...- Authors: Edward Frees
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Forecasting; Pensions & Retirement>Assumptions and methods; Social Insurance>Social Security
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Household Life Insurance Demand – A Multivariate Two-Part Model
Demand – A Multivariate Two-Part Model is one of a collection of essays that examine how existing or new methods ... methods or models can be applied to the life insurance industry. Regression analysis;Term life=Annual ...- Authors: Edward Frees, Yunjie Sun
- Date: Apr 2010
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Life Insurance
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Understanding Relationships Using Copulas
Copulas This paper introduces actuaries to the concept of 'copulas,' a tool for understanding ... literature on the statistical properties and applications of copulas. This paper explores some of these practical ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Estimating Densities of Functions of Observations
Densities of Functions of Observations This paper introduces density estimation for functions of observations ... observations. The nonparametric density estimates are introduced and certain computational issues are discussed ...- Authors: Edward Frees
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Semiparametric Estimation of Warranty Costs
Estimation of Warranty Costs In a product warranty, the renewal function is the expected number of failures ... estimate the renewal function, cross-sectional regression data is assumed to be available and the data is ...- Authors: Edward Frees
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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General Insurance Deductible Ratemaking with Applications to the Local Government Property Insurance Fund
Applications to the Local Government Property Insurance Fund This paper provides an overview of deductible ... deductible ratemaking , and the pros and cons of various approaches under different parametric models are compared ...- Authors: Gee Lee, Edward Frees
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance
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2003 SOA Pension Plan Turnover Study - Summary and Practical Guidance
intended to provide the pension actuary with guidance in interpreting and using the termination and retirement ... information in the 2003 SOA Pension Plan Termination and Retirement Study. The tables in the study were developed ...- Authors: Edward Frees
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Assumptions and methods
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A Multilevel Analysis of Intercompany Claim Counts
Multilevel Analysis of Intercompany Claim Counts Automobile insurers classify the risks that they underwrite ... underwrite in order to subdivide the portfolio into classes of risks with similar profiles. While some ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: May 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Examining Changes in Reserves Using Stochastic Interest Models
Stochastic Interest Models This paper focuses on the fact that life and annuity reserves that are determined ... determined from discounted case flows mask the dynamic nature of interest rates. To study this effect in ...- Authors: Edward Frees, Siu-Wai Lai
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Stochastic Life Contingencies with Solvency Considerations
Considerations This paper addresses the extension of the theory of life contingencies to a stochastic ... surplus. A discussion of the paper follows. From Transactions of Society of Actuaries 1990, Vol. 42 ...- Authors: Daniel Dufresne, Edward Frees, Elias Shiu
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies; Financial Reporting & Accounting