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  • Bayesian Inference Resistant to Outliers, Using Super Heavy-tailed Distributions, for the Calculation of Premiums
    Bayesian Inference Resistant to Outliers, Using Super Heavy-tailed Distributions, for the Calculation of Premiums This is a presentation from the Actuarial Research Conference in August 2006 in ...

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    • Authors: Alain Desgagne, JEAN-FRANCOIS ANGERS
    • Date: Jan 2007
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Modeling & Statistical Methods>Bayesian methods
  • Weather Derivatives and Short-Period Rainfall Indices
    Weather Derivatives and Short-Period Rainfall Indices Presentation discussing modeling of daily and hourly rainfall, both occurrence and amount. These distributions would be needed to price ...

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    • Authors: Barry John Turner
    • Date: Jan 2007
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models