Results 61 to 70 of about 27,041,647 (297)
The concept of comonotonicity in actuarial science and finance : theory. [PDF]
n an insurance context, one is often interested in the distribution function of a sum of random variables. Such a sum appears when considering the aggregate claims of an insurance portfolio over a certain reference period.
Denuit, Michel +4 more
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Freakonometrics, 2013 As mentioned in the Appendix of Modern Actuarial Risk Theory, "R (and S) is the ‘lingua franca’ of data analysis and statistical computing, used in academia, climate research, computer science, bioinformatics, pharmaceutical industry, customer analytics,
Arthur Charpentier
openaire +2 more sources
A Survey of actuarial graduates’ views on their education [PDF]
, 2016 This paper presents the results of a survey of recent graduates of some Australian university actuarial programs. The survey aimed to shed light on graduates’ views relating to their education since leaving university.
Farmer, Jim +3 more
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Knowledge and Perceptions of Actuarial Science among Students and Academics: The Case Study of JABU [PDF]
, 2015 The study discusses the link between actuarial science and insurance, and how the growing importance of investment in the latter operation has increased the role of actuaries in financial world.
Adeyele, Joshua S.
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Canadian Journal of Statistics, EarlyView.Abstract This article presents a strategy for conducting regression analysis of zero‐truncated recurrent event data. The research is partly motivated by a pediatric mental health care (PMHC) program based on administrative data. We are particularly interested in how the occurrence of an event depends on its past occurrences and the associated ...
Anqi A. Chen +3 more
wiley +1 more source
Pawnee Benefit Package Program Actuarial Model
, 2014 This report describes the Pawnee Benefit Package Program (PBPP) Actuarial Model. TheActuarial Model is a simulation tool designed to provide a structure within which data can beorganized and cost estimates prepared for a number of IHS program options ...
Actuarial Research Corporation and JRB Associates
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Assessing the sustainability performance of life insurers has become increasingly important, as long‐term competitiveness depends not only on financial soundness but also on environmental, social, organizational, and governance‐related capabilities.
Özcan Işık, İbrahim Adalar
wiley +1 more source
Papers and transactions of the Actuarial Society of America.
, 1891 First part called: History of the foundation of the Actuarial Society of America; second part called: Papers.Mode of access ...
Actuarial Society of America.
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The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact
Journal of Futures Markets, EarlyView.ABSTRACT This paper estimates a model where variance risk premiums (VRP) is not fully explained by equity risk premiums (ERP). This separation can be detected thanks to a new breed of GARCH models with enough innovations to disconnect returns from variances. This type of risk‐neutralization is compatible with continuous‐time settings.
Marcos Escobar‐Anel +2 more
wiley +1 more source
Flaws, approximations and uncertainties in the estimation of the exposed-to-risk [PDF]
, 1991 Bibliography: leaves 62-64.This research analyses the theoretical basis of exposed-to-risk estimation. It defends the conventional actuarial approach against criticisms raised by Hoem (1984), and, in so doing, examines in detail the development of the ...
Slawski, J K
core +1 more source