Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

• The large deviation principle of stochastic processes 1
• Moderate deviations for Mestimators Miguel A. Arcones
• Chapter 1. Basic Interest Theory. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 1. Basic Interest Theory. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 4. Amortization and sinking bonds. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 10. Markov chains. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• On the law of the iterated logarithm for Gaussian processes 1
• The large deviation principle for certain series Miguel A. Arcones
• Ann. Inst. Statist. Math. Vol. 00, No. 0, 1000 (0000)
• Confidence regions of fixed volume based on the likelihood ratio test
• Two tests for multivariate normality based on the characteristic function
• A normality test for the errors of the linear Miguel A. Arcones
• Minimax estimators of the coverage probability of the impermissible error for a location family
• Chapter 1. Basic Interest Theory. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 1. Basic Interest Theory. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 2. Cashflows. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 2. Cashflows. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 2. Cashflows. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 3. Annuities. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 3. Annuities. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 4. Amortization and sinking bonds. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 4. Amortization and sinking bonds. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 5. Bonds. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 5. Bonds. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 6. Variable interest rates and portfolio insurance. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 6. Variable interest rates and portfolio insurance. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 6. Variable interest rates and portfolio insurance. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 6. Variable interest rates and portfolio insurance. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 2. Survival models. Manual for SOA Exam MLC.
• Chapter 2. Survival models. Manual for SOA Exam MLC.
• Chapter 2. Survival models. Manual for SOA Exam MLC.
• Chapter 2. Survival models. Manual for SOA Exam MLC.
• Chapter 3. Life tables. Manual for SOA Exam MLC.
• Chapter 3. Life tables. Manual for SOA Exam MLC.
• Chapter 4. Life Insurance. Manual for SOA Exam MLC.
• Chapter 4. Life Insurance. Manual for SOA Exam MLC.
• Chapter 4. Life Insurance. Manual for SOA Exam MLC.
• Chapter 4. Life Insurance. Manual for SOA Exam MLC.
• Chapter 4. Life Insurance. Manual for SOA Exam MLC.
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• 1 Interest Theory A(t) is the amount function. a(t) is the accumulation function. a(t) = A(t)
• Chapter 10. Poisson processes. Manual for SOA Exam MLC.
• Chapter 11. Poisson processes. Manual for SOA Exam MLC.
• Chapter 11. Poisson processes. Manual for SOA Exam MLC.
• Chapter 11. Poisson processes. Manual for SOA Exam MLC.
• Math 501. 1st Homework. Due Monday, September 10, 2007 Homework on "Chapter 1"
• Math 501. 2nd Homework. Due Wednesday, September 26, 2007. Homework on "Chapter 3".
• Math 501. 3rd Homework. Due Monday, October 15, 2007. Homework on the "Lebesgue Measure".
• Math 501. 4th Homework. Due Wednesday, October 31, 2007. Homework on "Basic properties of Random variables and Expectation".
• Math 501. 7th Homework. Due Monday, December 10, 2007. Homework on "Transformations of random variables".
• Math 502. 2nd Homework. Due Friday 25, February, 2005. Name: .......................................................................................................................................................................
• Math 502. 5th Homework. Due Friday, April 4, 2008. Show all your work. If a question says find a complete sufficient statistic, you need to
• Math571. 3th Homework. Due Tuesday, March 6, 2007. 1. Define f : [0, 1] IR by
• Math571. 4th Homework. Due Tuesday, March 20, 2007. 1. Let L0(, F, P) be the vector space consisting by the r.v.'s defined on the probability
• Math571. 5th Homework. Due Tuesday, April 10, 2007. 1. Let {Xn} be a sequence of r.v.'s. Let Sn = n
• Math571. 7th Homework. Due Tuesday, May 15, 2007. 1. Find a probability space (, F, P), a r.v. X on and a subfield A of F such that
• "INTERNATIONAL JOURNAL OF STATISTICS AND MANAGEMENT SYSTEMS"
• Chapter 3. Annuities. Manual for SOA Exam FM/CAS Exam 2.
• Bahadur efficiency of the likelihood ratio test Miguel A. Arcones
• Chapter 2. Cashflows. Manual for SOA Exam FM/CAS Exam 2.
• Math 502. 6th Homework. Due Friday, April 18, 2008. 1. In a random sample of 300 persons eating lunch at a department store cafeteria,
• Chapter 11. Poisson processes. Manual for SOA Exam MLC.
• Chapter 2. Cashflows. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 9. Markov chains. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Premiums found including expenses.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• Moderate deviations of empirical processes Miguel A. Arcones
• Chapter 3. Life tables. Manual for SOA Exam MLC.
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 3. Annuities. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 4. Life Insurance. Manual for SOA Exam MLC.
• Statistics & Decisions 19, 137 (2001) c R. Oldenbourg Verlag, Munchen 2001
• Chapter 10. Markov chains. Manual for SOA Exam MLC.
• Math 502. 4th Homework. Due Monday, March 17, 2008. Name: .......................................................................................................................................................................
• Chapter 3. Life tables. Manual for SOA Exam MLC.
• Chapter 4. Life insurance. Manual for SOA Exam MLC.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 2. Survival models. Manual for SOA Exam MLC.
• Math502. 1th Homework. Due Friday, February 15, 2008. 1. Let {Xn}
• Chapter 6. Variable interest rates and portfolio insurance. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 5. Bonds. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 3. Life tables. Manual for SOA Exam MLC.
• Chapter 11. Poisson processes. Manual for SOA Exam MLC.
• Chapter 2. Cashflows. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 1. Basic Interest Theory. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 3. Life tables. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 2. Survival models. Manual for SOA Exam MLC.
• Chapter 4. Life Insurance. Manual for SOA Exam MLC.
• Chapter 2. Survival models. Manual for SOA Exam MLC.
• Chapter 6. Benefit premiums. Manual for SOA Exam MLC.
• Chapter 3. Annuities. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 5. Bonds. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 3. Life Insurance. Manual for SOA Exam MLC.
• Math571. 6th Homework. Due Thursday, April 26, 2007. 1. Let (t) be the ch.f. of a r.v. X. Show that if |(t)| = 1 for each t in a neighborhood of
• More securities Manual for SOA Exam FM/CAS Exam 2.
• Math 501. 5th Homework. Due Friday, November 16, 2007. Homework on "Conditional Expectation".
• Math 501. 6th Homework. Due Friday, November 30, 2007. Homework on "Common discrete and continuous distributions".
• Large and moderate deviations of empirical processes with nonstandard rates 1
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Large deviations of empirical processes Miguel A. Arcones
• Some new tests for normality based on Uprocesses
• Chapter 5. Life annuities. Manual for SOA Exam MLC.
• Chapter 4. Life Insurance. Manual for SOA Exam MLC.
• Chapter 5. Bonds. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 1. Basic Interest Theory. Manual for SOA Exam FM/CAS Exam 2.
• Chapter 7. Derivatives markets. Manual for SOA Exam FM/CAS Exam 2.
• Math 502. 3rd Homework. Due Friday, March 7, 2008. Name: .......................................................................................................................................................................
• Chapter 2. Survival models. Manual for SOA Exam MLC.