Vol. 2009, 2009November 01, 2009 EDT
Mixing Collective Risk Models
Mixing Collective Risk Models
Leigh J Halliwell,
Collective Risk ModelMixed DistributionNegative BinomialContagionHomogenousMoment Generating FunctionMultinomial
Articles in Vol. 2009, 2009
Vol. 2009, 2009
- Mixing Collective Risk ModelsLeigh J Halliwell
- Unstable Loss Development FactorsGary Blumsohn
- An Analysis of the Market Price of Cat BondsNeil M Bodoff
- Common Pitfalls and Practical Considerations in Risk Transfer AnalysisDerek FreihautPaul Vendetti
- An Update to D'Arcy's "A Strategy for Property-Liability Insurers in Inflationary Times"Richard Krivo
- Modeling Paid and Incurred Losses TogetherLeigh J Halliwell
- The Cost of Risk: A COTOR-VALCON DiscussionJohn A Major
- Quantifying Uncertainty In Reserve EstimatesStuart A Klugman
- Flexible Factor Chain Ladder Model: A Stochastic Framework for Reasonable Link Ratio SelectionsEmmanuel T BardisAli MajidiDaniel M Murphy
- Capital Allocation Methods--Policyholder vs. Shareholder PerspectivesTrent R Vaughn
- Measuring Rate ChangeNeil M Bodoff
- Incorporating a Primary Insurer's Risk Load into the Property RateKevin Burke
- Revenue Management & Insurance CycleJ-B Crozet
- Class Ratemaking for Workers Compensation: NCCI's New MethodologyThomas Daley
- More Flexible GLMs: Zero-Inflated Models and Hybrid ModelsLouise A FrancisMathew Flynn
- Profit Margins Using Co-Measures of RiskMark J Homan
- ERM and ActuariesDavid Ingram
- Comparison of Minimum Bias and Maximum Likelihood Methods for Claim SeverityNoriszura IsmailAbdul Aziz Jemain
- Disparate Impact and Unfairly Discriminatory Insurance RatesMichael J Miller
- Monitoring Renewal Rate Change on Cat-Exposed Excess Property BusinessIra Robbin
- Statistical Trend Estimation with Application to Workers Compensation RatemakingFrank Schmid
- Cost of Capital Estimation with Application to Workers Compensation RatemakingFrank SchmidMartin Wolf
- Large Scale Analysis of Persistency and Renewal Discounts for Property and Casualty InsuranceCheng-Sheng Peter WuHua Lin
- Applications of the Offset in Property-Casualty Predictive ModelingJun YanJames C GuszczaMatthew FlynnCheng-Sheng Peter Wu
Halliwell, Leigh J. 2009. “Mixing Collective Risk Models.” CAS Forum 2009 (November).