Vol. 2011, 2011July 01, 2011 EDT
The Retrospective Testing of Stochastic Loss Reserve Models
The Retrospective Testing of Stochastic Loss Reserve Models
Glenn G Meyers, Peng Shi,
Articles in Vol. 2011, 2011
Vol. 2011, 2011
- Some Considerations With Regard To InflationMatthew BallAndy Staudt
- Conditional Probability and the Collective Risk ModelLeigh J Halliwell
- The Conditional Validity of Risk-Adjusted DiscountingLeigh J Halliwell
- A Method for Efficient Simulation of the Collective Risk ModelDavid L HomerRichard A Rosengarten
- International Evidence on Medical SpendingRobert D Lieberthal
- Index Clause for Aggregate Deductibles and Limits in Non-Proportional ReinsuranceKa Chun Yeung
- GLM InvariantsFrederick L Klinker
- The Retrospective Testing of Stochastic Loss Reserve ModelsGlenn G MeyersPeng Shi
- Loss Simulation Model Testing and EnhancementKailan Shang
- Bayesian Underwriting of Sinkhole ExposureR. Stephen Pulis
- Discarding Risk Avoidance and Embracing Risk Optimization: Managing Reinsurance Credit RiskNeil M Bodoff
- Mine Your Business—A Novel Application of Association Rules for Insurance Claims AnalyticsLucas LauArun Tripathi
- Modeling Loss Emergence and Settlement ProcessesRobert A BearJoseph O MarkerGlenn G Meyers
- GAP Insurance—Techniques and ChallengesLee M BowronJohn Kerper
- Credibility for a Tower of Excess LayersDavid R Clark
- Predictive Modeling of Multi-Peril Homeowners InsuranceEdward W FreesGlenn G MeyersA. David Cummings
- Deductibles, Policy Limits, and Reinsurance: A Case Study in MalaysiaNoriszura IsmailAnsar Asnawi Ahmad Anuar
- Generalized Linear Mixed Models for Ratemaking: A Means of Introducing Credibility into a Generalized Linear Model SettingFrederick L Klinker
- Reserving in the Age of ObesityFrank SchmidChris Laws
- Towards Multivariate Ratemaking: Claim Frequency Analysis ExamplesHernán L Medina
- Multi-Year Policy PricingBenjamin R Newton
- Indemnity Benefit Duration, Maximum Weekly Benefits, and Claim AttributesFrank Schmid
- Mortality Trend ModelsGary G Venter
Meyers, Glenn G, and Peng Shi. 2011. “The Retrospective Testing of Stochastic Loss Reserve Models.” CAS Forum 2011 (July).