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The Uniform Distribution of Deaths Assumption and Probability Theory
OF DEATHS ASSUMPTION AND PROBABILITY THEORY Hans U. Gerber and Donald A. Jones The purpose of th ... and K is the cur ta te durat ion at death. Then U = T - K is the f rac t iona l par t of a year ...- Authors: Hans U Gerber, Donald A Jones
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Loss Reserving with Random Selection
Bornheutter and Ferguson (1972), Finger (1976), Taylor (2000), Founda- tions of Casualty Actuarial Science (2001) ... n xn;1 Table 1: Incremental Loss Payments by Development Year Table 1 shows a typical data ...- Authors: Wu-Chyuan Gau
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Another Look at Empirical Estimation of Actuarial Risk Measures
fiffiUa #"¢¡ £¥¤¦ll § tZr¨ª©;«vQ{!r¨¦©¬ªtZr¯®¯lg £±°fl²!²Z³N´b©;§ tZr¨ £µ°fl²²Z¶N´u©I·gn¹¸=rlgB£µ°fl²² ... £µ°fl²²Z¶N´u©I·gn¹¸=rlgB£µ°fl²²!²´u¡s´ º»TQRFGa¼¢RUTWV HqL½¢HaL!E6LWTN¾5M!¾\RACT A¿G H¯REhY J LNMNEflO¿HaL ...- Authors: Vytaras Brazauskas
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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A Claim Reserve System
A Claim Reserve System All claim reserve systems endeavor to derive estimates of the ... frequency distributions of claim reserves Annuities;Annuity reserves;Credibility theory;Estimation methods;Life ...- Authors: William A Bailey, Bruce E Nickerson
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Interval Estimates for Risk Loads for Insurers
Feldblum. Confidence intervals for the betas in TABLE 4 [Profit Margins and Their Standard Deviations ... generate interval estimates for Betas shown in the TABLE 5. N/A; 608 1/1/1995 12:00:00 AM ...- Authors: William E Bailey
- Date: Jan 1995
- 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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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
books assume that the indivi<tual lifi'tiine variabh~s of ,]oint-life status such as a married couple or ... evidence for the del~end(mc('s in the liti,t.itne of married couph,s (see [7] ). In the (:as(, of ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- Date: Jan 1995
- 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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Extreme Value Statistics, Resampling, and Insolvency Testing
*c J ~ or*c2 u OL+UJ Figure I Figure 2 Figure 3 Seelion 3. S e m i p ~ ~ s r3zagTechniqu_e ... visual and statistical tests on each distribution. Table 1 lists the distribution, the parameters and the ...- 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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On Estimation of Parameters of the Pareto Distribution
)-(6) are repeated until 1, < desired tolerance. 4. S IMULAT ION EXAMPLES In this section, x~e present ... Generate u¢ ,u: ,...,t6, from a unitbrm distribution over the interval (0. l). Translbrm u, to generate ...- Authors: Rohan J Dalpatadu, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Credibility Using A Loss Function from Spline Theory
linear operator (£ / - 1) / h, in which 4, h L s z = - [ f z " ] " + z, i f - E[X] ¢ and {1, ... differential operator £ on S if there exists a non-zero function ~ in S such that £ cO= )v q~. The function ...- Authors: Virginia Ruth Young
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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A Loss Reserving Model within the framework of Generalized Linear Models
Example 2.1 GLMs commonly used in insurance data Table 1 below gives the different model components of ... m my ) Link g identity reciprocal log logit Table 1: GLM Examples Additional examples include inverse ...- Authors: José Garrido, JUN ZHOU
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Stochastic models