Emerging Applications of the Resampling Methods in Actuarial Models

Krzysztof M. Ostaszewski and Grzegorz A. Rempala
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Krzysztof M. Ostaszewski: Actuarial Program, 313G Adlai Stevenson Hall, Campus Box 4520, Illinois State University, Normal IL 61790-4520, USA
Grzegorz A. Rempala: Department of Mathematics, 226A Natural Sciences Bldg., University of Louisville, Louisville, KY 40292, USA

Chapter 15 in Intelligent and Other Computational Techniques in Insurance:Theory and Applications, 2003, pp 523-560 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionThe ConceptBootstrap Standard Error and Bias EstimatesBootstrap Confidence IntervalsDependent DataModeling US Mortality TablesCarriere Mortality LawFitting the Mortality CurveStatistical Properties of the Parameter Estimates in Carriere Mortality ModelAssessment of the Model Accuracy with Parametric BootstrapMethodology of Cash-Flow Analysis with ResamplingInterest Rates ProcessModeling Interest Rates with Nonparametric Bootstrap of Dependent DataModel Company AssumptionsInterest Rates Process AssumptionsBootstrapping the Surplus-Value Empirical ProcessBootstrap Estimates of the Surplus Cumulative DistributionEstimates Based on the Yields on the Long-Term Treasury Bonds for 1953-76Comparison with the Parametric Analysis ResultsConclusionsAcknowledgmentsReferences

Keywords: Insurance; Actuarial Science; Neural Networks; Fuzzy Systems; Computational Intelligence; Computational Techniques; Life and Health Insurance; Property and Casualty Insurance (search for similar items in EconPapers)
Date: 2003
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