search for: actuaries

...isk exposures. This is accomplished through communication with the publics affected by insurance, the presentation and discussion of papers, attendance at seminars and workshops, collection of a library, funded research activities, and other means. The membership of the CAS includes over 4,000 actuaries employed by insurance companies, consulting firms, brokers, and the government. Additional information about the CAS can be found on the CAS website. II. CAS Ratemaking/Product Management Seminar The CAS Ratemaking/Product Management (?RPM?) Seminar is scheduled to take place in Philadelphia,...

Hi all, I am trying to produce a series of plots showing the prevalence of a condition, which is subject to censoring. In most cases the condition is temporary and resolves with time. I 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

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 I can then easily plot. Many thanks

Hello, I am trying to convince our IT Manager that R is as safe 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

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 related area by date of hire and demonstrated

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:

Hi all, I am running a bivariate regression with the following: p1=c(184,155,676,67,922,22,76,24,39) p2=c(1845,1483,2287,367,1693,488,435,1782,745) I1=c(1530,1505,2505,204,2285,269,1271,298,2023) I2=c(8238,6247,6150,2748,4361,5549,2657,3533,5415) R1=I1-p1 R2=I2-p2 x1=cbind(p1,R1) y1=cbind(p2,R2) fit1=lm(y1~-1+x1) summary(fit1) Response 2: Coefficients: Estimate Std. Error t value

Hi all, I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the 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)??

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 implemented on R yet?

R version: 2.7.0 Running on: WinXP I am trying to model damage from fire losses (given that the loss occurred). Since I have the individual insured amounts, rather than sampling dollar damage from a continuous 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

*** Travel and Accommodation Support *** Funds from the U.S. National Science Foundation may be available to provide partial support for travel and accommodation for some graduate students and junior faculty at U.S. post-secondary institutions to attend DSC 2009 and useR 2009. If you wish to apply for this support, please send an application to luke at stat.uiowa.edu. Your application should

*** Travel and Accommodation Support *** Funds from the U.S. National Science Foundation may be available to provide partial support for travel and accommodation for some graduate students and junior faculty at U.S. post-secondary institutions to attend DSC 2009 and useR 2009. If you wish to apply for this support, please send an application to luke at stat.uiowa.edu. Your application should

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

Hi, This is most likely only a minor technicality, but I saw the following: On page 6 of the 'parallel' vignette (http://stat.ethz.ch/R-manual/R-devel/library/parallel/doc/parallel.pdf), the random-number generator "L'Ecuyer-CMRG" is said to have seed "(x_n, x_{n-1}, x_{n-2}, y_n, y_{n-1}, y_{n-2})". However, in L'Ecuyer et al. (2002), the seed is given with

Thank you Luke. That is why I don't use Rf_inherits but INHERITS which does not allocate, provided in the email body. I cannot do similarly for S4 classes, thus asking for some API for that. On Fri, Nov 1, 2019 at 5:56 PM Tierney, Luke <luke-tierney at uiowa.edu> wrote: > > On Fri, 1 Nov 2019, Jan Gorecki wrote: > > > Dear R developers, > > > > Motivated by

Dear all, I have a question on how to set up the starting model in POLYCLASS and make sure the terms in the starting model retained in the final POLYCLASS model. In the function POLYMARS, this can be done using the STARTMODEL option. See below for example, I started with model y= b0 + b1*X1 + b2*X2 + b3*X4 + b4*X5 + b5*X2*X5 + e > m00 <- matrix(c( 1, NA, 0, NA, 1, 2,

Hi all, I am going to sample two variables 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:

Greetings, Version 0.1.4-0 of the ChainLadder 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&qu...

I'm developing a package that comes with a data set called RutgersMapB36. One of the package's functions requires 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

Thank you Luke for prompt reply. Is it possible then to request a new function to R C API "message" that would equivalent to R "message" function? Similarly as we now have C "warning" and C "error" functions. Best, Jan On Sun, Sep 15, 2019 at 5:25 PM Tierney, Luke <luke-tierney at uiowa.edu> wrote: > > On Sun, 15 Sep 2019, Jan Gorecki wrote: