1
-
10
of
16
results (0.6 seconds)
Sort By:
-
Actuarial Open Educational Resources
article advocates creation of open educational resources (OERs) that will benefit the actuarial profession ... retention of members. Specifically, we describe OER contributions made at the University of Wisconsin-Madison ...- Authors: Edward Frees, Paul Herbert Johnson, Marjorie Rosenberg
- Date: Nov 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Expanding Horizons
- Topics: Actuarial Profession; Actuarial Profession>Professional development; Predictive Analytics; Predictive Analytics>Modeling techniques
-
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
-
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
-
Regression and Times Series for Actuaries
January of 1983, the North American actuarial education societies (the Society of Actuaries and the Casualty ... would be part of their basic educational requirements. Since that announcement, a generation of actuaries ...- Authors: Edward Frees
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Expanding Horizons
- Topics: Modeling & Statistical Methods
-
A Hierarchial Model for Micro-level Stochastic Loss Reserving.
micro–level stochastic model for the run–off of automobile insurance claims. The analysis uses policy exposure ... company in Singapore. The data are from the General Insurance Association 'GIA' of Singapore, an organization ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
-
Net Premiums in Stochastic Life Contingencies
Net Premiums in Stochastic Life Contingencies In this ... paper we use expectations of different random variables to define the notions of retrospective, prospective ...- Authors: Edward Frees
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance
-
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
-
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
-
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
-
Simulation Methodology For Actuaries
Meeting. This session discussion is about the use of simulation, or Monte Carlo, techniques to analyze ... considerations, and estimation of mortality and distribution of aggregate losses with the aid of a computer program ...- Authors: Edward Frees, Charles S Fuhrer, Farrokh Guiahi, Arnold Shapiro, Aaron Tenenbein
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation