search for: actuarial

I'm a property-casualty actuary, use R in at my job, and lurk on the list. In conjunction with one of its meetings, the Casualty Actuarial Society (I'm a member) is looking for proposals from people to teach a workshop in R and I thought members of the list might be interested. I've pasted the information below. My apologies if this posting violates list rules. Thanks. Kevin http://www.casact.org/cms/index.cfm?fa=vi...

...would like to use the method of Pepe et al Stat Med 1991; 413-421 - essentially the prevalence is the Kaplan-Meier prob[having the condition at time t] - KM prob[recovery by time t] (also divided by 1-KM[death by t], although death is not an issue with this data). I can easily produce the relevant actuarial data for either the condition or recovery using survfit(eg survfit_cond$time , survfit_cond$surv, survfit_rec$time, survfit_rec$surv). I then have to calculate (survfit_cond$surv-survfit_rec$surv) at each event time point. Can anyone help me with an easy method to implement this? Or suggest an easi...

Has anybody written an actuarial (life) survival procedure, this does not appear to be an option in the survival package? This approach is common in orthopaedic surgery to demonstrate the survival of prostheses. I need to apply the "modified" lower conf.int because of the censoring over time. I want a life table which...

...as possible from IT security point of view - could you point me to something on the web / some reasons for why this is true? I do not think he has a specific concern but does not know the software and would like to understand the security implications. Thanks in advance Best Regards Martin Hanek Actuarial Analyst Glacier Reinsurance AG Churerstr. 78 CH-8808 Pfäffikon SZ T +41 55 417 3431 F +41 55 417 3434 martin.hanek@glacierre.com www.glacierre.com<http://www.glacierre.com/> This e-mail, including any attachments, is for the inten...{{dropped:12}}

ASSISTANT PROFESSOR DEPARTMENT OF STATISTICS & ACTUARIAL SCIENCE UNIVERSITY OF CENTRAL FLORIDA The Department of Statistics & Actuarial Science at the University of Central Florida (UCF) invites applications for a tenure-track position at the assistant professor level beginning August 8th, 2007. Qualifications include a Ph.D. in Statistics or relat...

Hi Please assist me to code the attached pdf in R. Your help will be greatly appreciated. Edward Actuarial Science Student -------------- next part -------------- A non-text attachment was scrubbed... Name: The Limited Dependent Variable.pdf Type: application/pdf Size: 247825 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20110624/0e075f4f/attachment.pdf>

...can see that in the second regression, i.e. R2~-1+p1+R1, the coefficient for p1 is not significant. I wonder if I can run this bivariate regression again with the constraint that the coefficient for p1 in the second regression equation is zero? Thanks a lot. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...univariate case. y_1~x_1+x_2 y_2~x_1+x_2 var(y_1)=x_1*sigma_1^2 var(y_2)=x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)?? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

Hi R users: I will like to know if somebody works on insurance statistics (actuarial problems) and had use TRICAST, and can tell me if with all the R tools it can be build a solution like TRICAST or similar. In a word: Do you think that R has all the statistical tools (I mean modeling tools) to make a job similar to TRICAST? Does TRICAST has modeling tools that are not implement...

...ontinuous distribution ranging from 0 to infinity, I want to sample from a percent damage distribution from 0-100%. One obvious solution is to use runif(n, min=0, max=1), but this does not seem to be a good idea, since I would not expect damage to be uniform. I have not seen such a distribution in actuarial applications, and rather than inventing one from scratch I thought I'd ask you if you know one, maybe from other disciplines, readily available in R. Thank you in advance. ----- ~~~~~~~~~~~~~~~~~~~~~~~~~~ Diego Mazzeo Actuarial Science Student Facultad de Ciencias Econ?micas Universidad de Bu...

...31 (2009-03-31) and successful applicants will be notified by email soon thereafter. Please visit the conference web pages at http://www.r-project.org/dsc-2009/ and http://www.agrocampus-rennes.fr/math/useR-2009/ for conference details. Best, Luke Tierney -- Luke Tierney Chair, Statistics and Actuarial Science Ralph E. Wareham Professor of Mathematical Sciences University of Iowa Phone: 319-335-3386 Department of Statistics and Fax: 319-335-3017 Actuarial Science 241 Schaeffer Hall email: luke at stat.uiowa.edu Iowa City,...

...31 (2009-03-31) and successful applicants will be notified by email soon thereafter. Please visit the conference web pages at http://www.r-project.org/dsc-2009/ and http://www.agrocampus-rennes.fr/math/useR-2009/ for conference details. Best, Luke Tierney -- Luke Tierney Chair, Statistics and Actuarial Science Ralph E. Wareham Professor of Mathematical Sciences University of Iowa Phone: 319-335-3386 Department of Statistics and Fax: 319-335-3017 Actuarial Science 241 Schaeffer Hall email: luke at stat.uiowa.edu Iowa City,...

In R version 2.15.2 (2012-10-26) i386-apple-darwin9.8.0/i386 (32-bit) I get the following: > a <- list(1) > (a[[1]] <- a) [[1]] [[1]][[1]] [1] 1 but > a <- list(1) > b <- a > (a[[1]] <- a) [[1]] [1] 1 And similarly: > a <- list(x=1) > (a$x <- a) $x $x$x [1] 1 but > a <- list(x=1) > b <- a > (a$x <- a) $x [1] 1 In both cases the

...es by the modulus of the first linear congruential generator + 1] 2) The case z_n=0 is not provided (for a reason?). If z_n=0, L'Ecuyer suggests to set u_n to "(2^32-209)/(2^32-208)". Cheers, Marius -- Marius Hofert, Dr. rer. nat. Assistant Professor Department of Statistics and Actuarial Science Faculty of Mathematics University of Waterloo 200 University Avenue West, Waterloo, ON, N2L 3G1 +1-519-888-4567, ext. 31394 (office M3 4207) http://math.uwaterloo.ca/~mhofert

...https://stat.ethz.ch/mailman/listinfo/r-devel > > > > -- > Luke Tierney > Ralph E. Wareham Professor of Mathematical Sciences > University of Iowa Phone: 319-335-3386 > Department of Statistics and Fax: 319-335-3017 > Actuarial Science > 241 Schaeffer Hall email: luke-tierney at uiowa.edu > Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu

...gure out how this works for POLYCLASS. There is an option FIT in POLYCLASS, which needs to be a POLYCLASS object though. Any suggestion or information is greatly appreciated. Sincerely, Xiaogang Su ================================ Xiaogang Su, Assistant Professor Department of Statistics and Actuarial Science University of Central Florida Orlando, FL 32816 (407) 823-2940 [O] xiaosu at mail.ucf.edu http://pegasus.cc.ucf.edu/~xsu/

...from two exponential distributions, but I want to specify a covariance structure between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...package is available via CRAN and http://code.google.com/p/chainladder/ The ChainLadder package, which is focused on claims reserving methods typically carried out by property/casualty insurance actuaries, has recently been enhanced to implement the methods in David Clark's 2003 CAS (Casualty Actuarial Society) *Forum* paper "LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach." Clark's methods are ready to be put to use on a wide variety of "triangles". To see a demonstration of the example in Clark's paper (ChainLadder's "GenIns"...

...ires this data frame. A toy example is: test<-function() { data(RutgersMapB36) return(RutgersMapB36[,1]) } R CMD check returns a NOTE: test: no visible binding for global variable 'RutgersMapB36' Is there any way to avoid this NOTE? Thanks, Brad --- Brad McNeney Statistics and Actuarial Science Simon Fraser University

...https://stat.ethz.ch/mailman/listinfo/r-devel > > > > -- > Luke Tierney > Ralph E. Wareham Professor of Mathematical Sciences > University of Iowa Phone: 319-335-3386 > Department of Statistics and Fax: 319-335-3017 > Actuarial Science > 241 Schaeffer Hall email: luke-tierney at uiowa.edu > Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu