Vol. 2019, 2019February 01, 2019 EDT
Back-Testing the ODP Bootstrap & Mack Bootstrap Models
Back-Testing the ODP Bootstrap & Mack Bootstrap Models
Mark R Shapland,
Back -TestBenchmarkBootstrapChain LadderMack ModelOver-Dispersed PoissonReserve VariabilitySystemic RiskUnderwriting Cycle
Articles in Vol. 2019, 2019
Vol. 2019, 2019
- Back-Testing the ODP Bootstrap & Mack Bootstrap ModelsMark R Shapland
- Risk-Based Capital - Calibration of LOB Diversification in Underwriting Risk ChargesAllan M KaufmanSholom FeldblumJennifer Wu
- Risk-Based Capital - Calibration of Investment Income OffsetAllan M KaufmanSholom FeldblumJennifer Wu
- Upgrading an Existing Capital Model - A Common Risk Driver ApplicationAllan M Kaufman
- Another Pioneering Use of DFA: New Zealand Earthquake CommissionIan McLean
- A Note on Euler Allocation for Performance MeasurementShayan Sen
- Is There a Demand for Insurance On-Demand?Stephanie Gould Rabin
- Enhancements to the Shane-Morelli Method to Provide Technical Guidance in Implementation and Proposed Solutions for Challenges Encountered in the Application to a Workers Compensation TailShon YimDolph ZielinskiDawn (Morelli) Fowle
Shapland, Mark R. 2019. “Back-Testing the ODP Bootstrap & Mack Bootstrap Models.” CAS Forum 2019 (February).