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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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    2,508

    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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    2,405

    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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    2,228

    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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    3,662

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

    First you have to choose an assumption to interpolate mortality. Searching for DeMoivre's law, linear assumption or Balducci on the Internet will give you a starting point. In the process of...
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    3,662

    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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