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A Twelve Parameter Model of Select Mortality Rates
A Twelve Parameter Model of Select Mortality Rates The purpose of this paper is to present a parsimonious parametric model that explains the pattern of mortality for select and ultimate mortality ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Parametric Models for Life Tables
Parametric Models for Life Tables This paper presents a general law of mortality that is equal to a mixture of Gompertz, Weibull, Inverse-Gompertz, and Inverse-Weibull survival functions.- Authors: Jacques F Carriere
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods>Forecasting
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Nonparametric Estimators of a Distribution Function Base on Mixtures of Gamma Distributions
Nonparametric Estimators of a Distribution Function Base on Mixtures of Gamma Distributions This paper investigates nonparametric estimators of the distribution function that are based on ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Mixed Lognormal Estimator of a Risk Distribution
A Mixed Lognormal Estimator of a Risk Distribution This paper discusses a mixed lognormal estimator of a risk distribution. Using the observed claim frequencies of a portfolio, the author ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities
The Bounds of Bivariate Distributions that Limit the Value of Last-Survivor Annuities The dependent relationship between two lives is readily analyzed within the context of probability theory.- Authors: Jacques F Carriere, Lai K Chan
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities; Modeling & Statistical Methods
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An Investigation of the Gompertz Law of Mortality
An Investigation of the Gompertz Law of Mortality This article investigates the properties of the Gompertz distribution function. Explicit formulas for continuous life insurances and annuities ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods
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The Effect of Removing Cancer as a Cause of Death When it is Correlated with Other Causes
The Effect of Removing Cancer as a Cause of Death When it is Correlated with Other Causes Multiple decrement theory traditionally is based on the assumption that competing causes of decrement are ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Continuous Estimator of a Mixing Distribution
A Continuous Estimator of a Mixing Distribution This article discusses a continuous estimator of a mixing distribution. Specifically the estimator investigated is a mixture of gamma ...- Authors: Jacques F Carriere
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities This paper describes how Markov chain Monte Carlo and related methods ...- Authors: Jacques F Carriere, John A Mereu, Gordon E Klein, David Scollnik, Jeffrey S Pai
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Nonparametric Tests for Heterogeneity of Risk
Nonparametric Tests for Heterogeneity of Risk Consider a portfolio of insurance policies where the mean frquency of claims for each policy may vary. A reasonable assumption is that the number of ...- Authors: Jacques F Carriere
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods