Actuarial Science Advances in the Statistical Sciences Festschrift in Honor of Professor V.M. Josh’s 70th Birthday Volume VI

On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro­ fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science amon...

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Bibliographic Details
Other Authors: MacNeill, I.B. (Editor), Umphrey, G. (Editor)
Format: eBook
Language:English
Published: Dordrecht Springer Netherlands 1987, 1987
Edition:1st ed. 1987
Series:The Western Ontario Series in Philosophy of Science, A Series of Books in Philosophy of Science, Methodology, Epistemology, Logic, History of Science, and Related Fields
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Connections Between Graduation and Forecasting
  • Isotonic Bayesian Graduation with an Additive Prior
  • Bootstrapping a Graduation
  • Actuarial Applications of Utility Functions
  • A Class of Ruin Problems
  • Comparing Risks
  • Inference in the Hierarchical Credibility Model
  • Models of Claim Frequency
  • Analyzing Casualty Insurance Claim Counts
  • Immunization-The Matching of Assets and Liabilities
  • Ornstein-Uhlenbeck Stochastic Processes Applied to Immunization
  • A Note on Variable Interest Rate Loans
  • Linearity and Gaussianity of Interest Rate Data: An Empirical Time Series Test
  • Perspectives on Mortgage Default Insurance
  • Time Series Analysis of Mortgage Rate Insurance
  • Underwriting Traders of Financial Futures
  • Mergers of Life Companies and the Blurring Zof Boundaries Among Financial Institutions-Effects on the Actuarial Profession
  • Commentary on Rudd’s Talk
  • The Search for New Forms of Life