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Examining Changes in Reserves Using Stochastic Interest Models
Examining Changes in Reserves Using Stochastic Interest Models This paper focuses on the fact that life and annuity reserves that are determined from discounted case flows mask the dynamic nature ...- Authors: Edward Frees, Siu-Wai Lai
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Relative Importance of Risk Sources in Insurance Systems
Relative Importance of Risk Sources in Insurance Systems Actuaries and other managers of risk identify factors in modeling insurance risks because [i] they feel that these factors may cause the ...- Authors: Edward Frees
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management
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Understanding Relationships Using Copulas
Understanding Relationships Using Copulas This paper introduces actuaries to the concept of 'copulas,' a tool for understanding relationships among multivariate outcomes. A copula ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Semiparametric Estimation of Warranty Costs
Semiparametric Estimation of Warranty Costs In a product warranty, the renewal function is the expected number of failures in a specific warranty duration. To estimate the renewal function, ...- Authors: Edward Frees
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Actuarial Research Clearing House (ARCH) 1988 Vol. 2 - Estimating the Volatility of Discrete Stock Prices
Actuarial Research Clearing House (ARCH) 1988 Vol. 2 - Estimating the Volatility of Discrete Stock Prices Abstract to research paper which introduces estimators of stock price volatility. 328 ...- Authors: Edward Frees, D Chinhyung Cho
- Date: Jan 1988
- Publication Name: Actuarial Research Clearing House
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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity values. We discuss a broad class of parametric models using a ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Estimating Densities of Functions of Observations
Estimating Densities of Functions of Observations This paper introduces density estimation for functions of observations. The nonparametric density estimates are introduced and certain ...- Authors: Edward Frees
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Summary Of Social Security Administration Projections Of The OASDI System
Summary Of Social Security Administration Projections Of The OASDI System The projection methods used by the Social Security Administration's Office of the Chief Actuary are important.- Authors: Edward Frees
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Forecasting; Pensions & Retirement>Assumptions and methods; Social Insurance>Social Security
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Designing Effective Graphs
Designing Effective Graphs Actuaries, like other business professionals, communicate quantitative ideas graphically. Because the process of reading, or decoding, graphs is more complex than ...- Authors: Edward Frees, Robert B Miller
- Date: Jan 1998
- Competency: Communication
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Best practices
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A Longitude Data Analysis Interpretation of Credibility Models
A Longitude Data Analysis Interpretation of Credibility Models Abstract for a paper that develops links between credibility theory in actuarial science and longitudinal data models in statistics.- Authors: Edward Frees, Virginia Ruth Young, Yu Luo
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods