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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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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
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A Hierarchial Model for Micro-level Stochastic Loss Reserving
A Hierarchial Model for Micro-level Stochastic Loss Reserving This is the abstract for the research paper on a hierarchial model for micro-level stochastic loss. Abstract; 14441 7/30/2010 12:38: ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: Jul 2010
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Household's Life Insurance Demand - a Multivariate Two Parts Model
Household's Life Insurance Demand - a Multivariate Two Parts Model This is the abstract for the paper on a household's life insurance demand - a multivariate two parts model.- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2010
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2003 SOA Pension Plan Turnover Study - Summary and Practical Guidance
2003 SOA Pension Plan Turnover Study - Summary and Practical Guidance This summary is intended to provide the pension actuary with guidance in interpreting and using the termination and ...- Authors: Edward Frees
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Assumptions and methods
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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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A Hierarchial Model for Micro-level Stochastic Loss Reserving.
A Hierarchial Model for Micro-level Stochastic Loss Reserving. This presentation develops a micro–level stochastic model for the run–off of automobile insurance claims. The analysis uses policy ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
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Long-Tail Longitudinal Modeling of Insurance Company Expenses
Long-Tail Longitudinal Modeling of Insurance Company Expenses This is the abstract for the presentation on long-tail longitudinal modeling of insurance company expenses. Abstract; 14518 7/30/2010 ...- Authors: Edward Frees, Peng Shi
- Date: Jul 2010
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Long-Tail Longitudinal Modeling of Insurance Company Expenses
Long-Tail Longitudinal Modeling of Insurance Company Expenses The insurance industry is known to have high operating expenses in the financial services sector. Insurers, investors and regulators ...- Authors: Edward Frees, Peng Shi
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving