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Type: Posts; User: sanmath; Keyword(s):

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  1. Explanation of Value at Risk by importance sampling

    Hello Everybody, I am studying statistics applied to actuarial science, specially non life insurance mathematics. I am studying the method of importance sampling to get an estimator of the value at...
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    2,456

    Frequency and severity models

    Hello, I am learning about frequency and severity models.
    I am trying to fit the data of an insurance company, the data are about fire, but the number of claims only was 800. And the total number of...
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    2,348

    Force of mortality

    Hi, I am working with some mortality data, In article, the author said that he used mortality data of mortality tables published in the Human mortality Database, in the paper he tries to fit some...
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    2,171

    Graph logarithmic hazard rate vs age

    Hi, I don't understand because in some papers the proposal graphics are in logarithmical scale, for instance:
    What is the meaning of a graph of log(hazard rate) vs age??
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    3,584

    Hi Iņaki, What you refers with "interpolate...

    Hi Iņaki, What you refers with "interpolate mortality"??
    I am not very clear with this, mortality is qx, px or what?


    maybe first calculate the survival function and then use the definition of...
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    3,584

    Force of mortality

    Hi, I am so confused, I need to calculate the force of mortality from a life table, but I am not sure about if the life table contains the force of mortality in one of the columns, I am using...
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