1
-
8
of
8
results (0.25 seconds)
Sort By:
-
Using Reversible Jump MCMC to Account for Model Uncertainty
Using Reversible Jump MCMC to Account for Model Uncertainty When fitting a model to any data, there is some uncertainty about which model is best. Green [1995] quantifies this uncertainty through ...- Authors: Brian Hartman, Jeff R Hart
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods>Markov Chain
-
Predicting Return to Work with Data Mining
Predicting Return to Work with Data Mining One of the first projects undertaken by Claim Analytics was to create a model to predict return to work for group insurance claimants with long term ...- Authors: Barry D Senensky,
- Date: Jan 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
- Topics: Health & Disability>Chronic health management - Health & Disability; Health & Disability>Disability insurance; Health & Disability>Disability tables; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation
-
A Ballistic Approach to Actuarial Problems
A Ballistic Approach to Actuarial Problems This paper shows how actuarial pricing based on the mathematical concept of present value can be formulated and solved using Markov chains and an ...- Authors: J. C. Smith, Michael Stramaglia
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Markov Chain
-
On Calculating Delta-Ized Reserves - Actuarial Note
On Calculating Delta-Ized Reserves - Actuarial Note The actuarial profession is faced with a problem of determining delta-ized reserves on a basis which will include appropriate provision for ...- Authors: William A Bailey, Cecil J Nesbitt, David G Halmstad
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
-
Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain
Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain This paper presents diagnostics and tests for tile retrospective identification of abrupt change in the ...- Authors: J L Van Wyk, F Lombard
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
-
Intervention Effects Among a Collection of Risks
Intervention Effects Among a Collection of Risks This paper describes risk-factor-dependent multiple decrements and actuarial cost functions as a general compartment model, a discrete time and ...- Authors: H Tolley, Kenneth G Manton
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain
-
On the Probability of Ruin in a Markov-modulated Risk Model
On the Probability of Ruin in a Markov-modulated Risk Model This paper endeavors to obtain the explicit formulas of the probability of ruin in a Markov-modulated model where claim intensities, ...- Authors: Yi Lu, Shuanming Li
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Markov Chain
-
Modelling Multi-State Processes Using A Markov Assumption
Modelling Multi-State Processes Using A Markov Assumption In this paper, the authors show how probabilities and actuarial values may be calculated using a time-homogeneous Markov model. Piecewise ...- Authors: Bruce Jones
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain