Vol. 2009, 2009May 01, 2009 EDT
Unstable Loss Development Factors
Unstable Loss Development Factors
Gary Blumsohn,
Reinsurance AnalysisTrend and Loss DevelopmentReserving MethodsReserve VariabilityUncertainty and Ranges
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
Blumsohn, Gary. 2009. “Unstable Loss Development Factors.” CAS Forum 2009 (May).