Vol. 2017, 2017May 01, 2017 EDT
Compendium of Credit Risk Resources
Compendium of Credit Risk Resources
Jean-Philippe Boucher, Mathieu Boudreault, Jean-François Forest-Desaulniers,
Capital AllocationCapital RequirementsAlmSolvency AnalysisAnalyzing/Quantifying RisksFinancial Risks Rating AgenciesRisk-Based CapitalSolvencyAsset and Econometric ModelingAsset Classes (Abs
Articles in Vol. 2017, 2017
Vol. 2017, 2017
- A Cost of Capital Risk Margin Formula For Non-Life Insurance LiabilitiesGlenn G Meyers
- An Adaptation of the Classical CAPM to Insurance: The Weighted Insurance Pricing ModelEdward FurmanRiˇcardas Zitikis
- Compendium of Credit Risk ResourcesJean-Philippe BoucherMathieu BoudreaultJean-François Forest-Desaulniers
- The Mathematics of On-LevelingIan Deters
- An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty PricingUri Korn
- Removing Bias- The SIMEX ProcedureThomas Struppeck
- Residual Loss Development and the UPRRichard L Vaughan
- Unbiased Development for Individual Claims - Taming the Wild Burning CostJoseph A Boor
- Minimum Bias, GLMs, and Credibility in the Context of Predictive ModelingChristopher Gerald GrossJonathan P Evans
- Reserving with Machine Learning: Applications for Loyalty Programs and Individual Insurance ClaimsLen LlagunoManolis BardisRobert ChinChristina L GwilliamJulie HagerstrandEvan Petzoldt
Boucher, Jean-Philippe, Mathieu Boudreault, and Jean-François Forest-Desaulniers. 2017. “Compendium of Credit Risk Resources.” CAS Forum 2017 (May).