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Extreme Value Statistics, Resampling, and Insolvency Testing
Extreme Value Statistics, Resampling, and Insolvency Testing By the use of resampling and extreme value statistics we will develop a method to reduce the time and costs of testing insurance ...- Authors: Steven Craighead
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty This 1997 presentation from the 32nd Actuarial Research Conference develops a stochastic generator ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
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Chaotic Analysis on U.S. Treasury Interest Rates
Chaotic Analysis on U.S. Treasury Interest Rates This paper analyzes the U. S. Treasury monthly interest rates from 1953 to 1992, and the daily rates from 1981 to 1992 for various forms of ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods
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Portfolio Optimization in Corporate Models
Portfolio Optimization in Corporate Models Design and future maintenance of an asset portfolio backing a new line of business is critical for proper asset and liability management for that ...- Authors: William L Babcock, Steven Craighead
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Differential Equation Model For Yield Curves
Differential Equation Model For Yield Curves This paper examines a differential equation model, whose solutions have yield curve shapes. The paper also examines the relevance of the model with ...- Authors: Steven Craighead
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Analytics and informatics
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Bayesian Graduation
Bayesian Graduation This paper addresses various modifications of the Kimeldorf-Jones Bayesian graduation method. These enhancements entail the use of time series and eigenvalue decomposition. By ...- Authors: Steven Craighead
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods