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Modeling and Forecasting Cause-of-Death Mortality
Modeling and Forecasting Cause-of-Death Mortality The Product Development Section, the Financial Reporting Section, the Modeling Section and the Committee on Life Insurance Research are pleased ...- Authors: 000000751731
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Balducci and the Uniform Distribution of Deaths Hypothesis
Balducci and the Uniform Distribution of Deaths Hypothesis This paper shows that Balucci hypothesis imposed on a survivorship function over a closed interval is dual to the uniform distribution ...- Authors: Hung-Ping Tsao
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods
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On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process
On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process It is assumed that the force of interest varies as an auto-regressive process of order 2, AR[2]. The moments ...- Authors: Colin M Ramsay
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Interest and Mortality Randomness in Some Annuities
Interest and Mortality Randomness in Some Annuities This paper presents a model is which can be used for certain annuities when interest rates and future lifetimes are random. These can be used ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Annuities>Individual annuities; Modeling & Statistical Methods>Stochastic models
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An Alternative Method for Least-Squares Fitting of Parametric Survival Models
An Alternative Method for Least-Squares Fitting of Parametric Survival Models The authors offer a method for estimating parameters for well-known three-parameter models of force of mortality. The ...- Authors: Rohan J Dalpatadu, Malwane M Ananda, Anita Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Stability and Convergence of Recurrence Equations
Stability and Convergence of Recurrence Equations This paper discusses the numerical stability of Panjer's recursion in computing aggregate claims distributions. From Actuarial Research ...- Authors: Harry H Panjer, Shaun Wang
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Twelve Parameter Model of Select Mortality Rates
A Twelve Parameter Model of Select Mortality Rates The purpose of this paper is to present a parsimonious parametric model that explains the pattern of mortality for select and ultimate mortality ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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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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Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian Data
Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian Data The main aim of this paper is to apply some of the techniques of modern time series and ...- Authors: Michael Sherris, Ben Zehnwirth, Leanna Tedesco
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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A Solution of Defective Renewal Equations with Applications to Ruin Theory
A Solution of Defective Renewal Equations with Applications to Ruin Theory This paper presents an approach in which a defective renewal equation is solved in terms of a related compound geometric ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods