Vol. 2017, 2017May 01, 2017 EDT
An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing
An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing
Uri Korn,
Buhlmann-Straub CredibilityBayesian CredibilityLoss RatingExposure RatingBurn CostExtreme Value Theory
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
Korn, Uri. 2017. “An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing.” CAS Forum 2017 (May).