1
-
10
of
125
results (0.36 seconds)
Sort By:
-
Another Perspective on Black-ScholesOption Formulas
Another Perspective on Black-ScholesOption Formulas This article shows a different form of the Black-Scholes formula for European calls and puts under risk-neutral assumptions, that permits a ...- Authors: Mark Evans
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Asset modeling
-
On Estimation of Parameters of the Pareto Distribution
On Estimation of Parameters of the Pareto Distribution The two-parameter Pareto distribution is a commonly used model in reliability and risk modeling. Minimum variance unbiased estimates of the ...- Authors: Rohan J Dalpatadu, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
-
Credibility Using Copulas
Credibility Using Copulas This paper develops credibility using a longitudinal data framework. In a longitudinal data framework, one might encounter data from a cross-section of risk classes ...- 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
-
Beta-Gamma Algebra, Discounted Cash-Flows, and Barnes' Lemmas
Beta-Gamma Algebra, Discounted Cash-Flows, and Barnes' Lemmas This is a stochastic model used to find the distribution of the discounted value of all future cash-flows. N/A; 14513 ...- Authors: Daniel Dufresne
- Date: Dec 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Stochastic models
-
Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries Appendix
Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries Appendix Appendix to the Critical Review of Stochastic Simulation Literature and Applications for Health ...- Authors: Louise H Anderson, Ian G Duncan, Katherine Hall, Brian C Martinson
- Date: Sep 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Stochastic models
-
From the Editor
From the Editor Summary of all issue articles, with theme of recognizing limits of classical actuarial methods. ;; Regression analysis; Risk modeling; Statistical methods 4294992059 7/1/2012 12: ...- Authors: David Snell
- Date: Jul 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Modeling & Statistical Methods>Forecasting
-
Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical methodology based upon information theory, for adjusting mortality tables to obtain ...- Authors: Samuel Cox, Allan C Weaver, Patrick L Brockett
- Date: Oct 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
-
Inference for a Leptokurtic Symmetric Family of Distributions Represented by the Difference of Two Gamma Variates
Inference for a Leptokurtic Symmetric Family of Distributions Represented by the Difference of Two Gamma Variates In this paper, we introduce a family of leptokurtic symmetric distributions ...- Authors: Louis G Doray, Maciej Augustyniak
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Stochastic models; Technology & Applications>Business intelligence
-
The Actuary Vol. 11, No. 2 Book Review - Two Stochastic Processes by John A. Beekman
The Actuary Vol. 11, No. 2 Book Review - Two Stochastic Processes by John A. Beekman This article is a book review of “Two Stochastic Processes,” by John A. Beekman. The author of this article ...- Authors: Richard W Ziock
- Date: Feb 1977
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Stochastic models
-
Frequency Distribution of Mortality Costs
Frequency Distribution of Mortality Costs This paper is from the Transactions of Society of Actuaries 1956 Volume 8, Number 20. It was presented at the 1956 Spring Meetings of the Society of ...- Authors: John M Boermeester
- Date: Apr 1956
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods