Vol. 2015, 2015July 01, 2015 EDT
Incorporating Model Error into the Actuary’s Estimate of Uncertainty
Incorporating Model Error into the Actuary’s Estimate of Uncertainty
David J Otto, James Mackay,
Articles in Vol. 2015, 2015
Vol. 2015, 2015
- Incorporating Model Error into the Actuary's Estimate of UncertaintyDavid J OttoJames Mackay
- Interpolation Hacks and their EfficacyLynne Bloom
- The Market Value Margin Within The Distribution-Free Chain Ladder Model - A Way To Account For Calendar Year Effects And Aggregating Lines Of BusinessDaniel Burren
- Accident Year / Development Year InteractionsDavid R ClarkDiana Rangelova
- Complex Random VariablesLeigh J Halliwell
- The Gauss-Markov Theorem: Beyond the BLUELeigh J Halliwell
- The Actuary's Role in a Risk-Focused Statutory ExaminationAlan M Hines
- Premium Deficiency Reserve Evaluation for Mortgage InsurersDavid Kaye
- Credibility for Pricing Loss Ratios and Loss CostsUri Korn
- Reserving Styles – Are Actuaries In-Sync with their Stakeholders?Mark W Littmann
- Movement AnalysisAndy Staudt
- The Actuary's Role in Transfer PricingLynne BloomMarc F Oberholtzer
- The Lognormal Random MultivariateLeigh J Halliwell
- Stochastic Ordering of Reinsurance StructuresHou-Wen Jeng
- A New Model For Weathering Risk: CDOS for Natural CatastrophesAaron C Koch
- A Frequency-Severity Stochastic Approach to Loss DevelopmentUri Korn
- Commutation Pricing – Cedent and Reinsurer PerspectivesBrian E MacMahon
- An Enhanced Understanding of Using the RAA Excess Casualty Loss Development Study for a Reserve AnalysisChaim Markowitz
- An Integrated Approach to the Design of a Reinsurer's Data ArchitectureIsaac Mashitz
- Sharpe Ratio Optimization of an Excess of Loss Reinsurance ContractSameer Nahal
- Credibility and Other Modeling Considerations for Loss Development FactorsUri Kon
- Low Interest Rate Environment Issues Faced by Property-Casualty Insurance CompaniesChristopher Gerald GrossDenis G GuenthnerWilliam H PanningSusan E Witcraft
- Medicare Secondary Payer Status: The Impact of Section 111 Reporting RequirementsCraig P Taylor
- Insurance 2.0: Insuring the Sharing Economy & Sharing the Insurance EconomyDion OryzakAmit Verma
- A Practical Approach to Variable Selection -- A Comparison of Various TechniquesBenjamin WilliamsGreg HansenAryeh BarabanAlessandro Santoni
- Risk Based Capital (RBC) Reserve Risk Charges--Standard Formula vs. Individual Company AssessmentsEmmanuel T BardisAllan M KaufmanGlenn G Meyers
- The Consideration of Loss Timing for Risk Transfer AnalysisPeter James Johnson
Otto, David J, and James Mackay. 2015. “Incorporating Model Error into the Actuary’s Estimate of Uncertainty.” CAS Forum 2015 (July).