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Actuarial Science: Advances in the Statistical Sciences Festschrift in Honor of Professor V.M. Josh’s 70th Birthday Volume VI: The Western Ontario Series in Philosophy of Science, cartea 39

Editat de I.B. MacNeill, G. Umphrey
en Limba Engleză Paperback – oct 2011
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 among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.
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Specificații

ISBN-13: 9789401086271
ISBN-10: 9401086273
Pagini: 272
Ilustrații: XVI, 252 p.
Dimensiuni: 155 x 235 x 14 mm
Greutate: 0.39 kg
Ediția:1987
Editura: SPRINGER NETHERLANDS
Colecția Springer
Seria The Western Ontario Series in Philosophy of Science

Locul publicării:Dordrecht, Netherlands

Public țintă

Research

Cuprins

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.