Vol. 2015, 2015November 01, 2015 EDT
Accident Year / Development Year Interactions
Accident Year / Development Year Interactions
David R Clark, Diana Rangelova,
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
Clark, David R, and Diana Rangelova. 2015. “Accident Year / Development Year Interactions.” CAS Forum 2015 (November).