Vol. 2008, 2008November 01, 2008 EDT
Grouping Loss Distributions by Tail Behavior Part I: Discrete Families
Grouping Loss Distributions by Tail Behavior Part I: Discrete Families
Daniel R Corro,
Articles in Vol. 2008, 2008
Vol. 2008, 2008
- Stochastic Loss Reserving with the Collective Risk ModelGlenn G Meyers
- Combined Analysis of Paid and Incurred LossesBouke PosthumaEric A CatorWim VeerkampE.W. van Zwet
- Loss Development in Workers Compensation in the Presence of Legislative ReformFrank Schmid
- Corporate Governance and the Loss Reserving ProcessE. Daniel ThomasMarc F OberholtzerTimothy Landick
- Distribution and Value of Reserves Using Paid and Incurred TrianglesGary G Venter
- Robustifying ReservingGary G VenterDumaria R Tampubolon
- A Model to Test for and Accommodate Reserving CyclesThomas S Wright
- Grouping Loss Distributions by Tail Behavior Part I: Discrete FamiliesDaniel R Corro
- Grouping Loss Distributions by Tail Behavior Part II: Continuous FamiliesDaniel R Corro
- Manually Adjustable Link Ratio Model for ReservingEmmanuel T BardisAli MajidiDaniel M Murphy
- Grouping Loss Distributions by Tail Behavior Part III: Ordering DistributionsDaniel R Corro
- Modeling the Claims Development Result For Solvency PurposesMichael MerzMario V Wüthrich
- Principles of the Chain-Ladder "Method" Selecting and Updating Claims Development FactorsRajesh Sahasrabuddhe
- Risk Margins in Fair Value ReservesMichael G Wacek
- Meaningful IntervalsGlen BarnettDavid OdellBenjamin Zehnwirth
- Modeling with the Multivariate Probabilistic Trend FamilyGlen BarnettBenjamin Zehnwirth
- Reserving with Incomplete Exposure InformationDavid R Clark
- A Survival Model Approach to Non-Life Run-off Triangle EstimationBrian A Fannin
- Hierarchical Growth Curve Models for Loss ReservingJames C Guszcza
- A Stochastic Framework for Incremental Average Reserve ModelsRoger M Hayne
- Estimating the Ultimate Liability for a Non-Insurance Company's Revised Warranty ProductOrin M Linden,James B KahnBrian Ko
- Actuarial I.Q. (Information Quality)Keith P AllenRobert Neil CampbellLouise A FrancisDavid D HudsonGary KnobleRudy A PalenikAleksey S PopelyukhinVirginia R Prevosto
- Capital Allocation by Percentile LayerNeil M Bodoff
- Dirty Data on Both Sides of the PondRobert Neil CampbellLouise A FrancisVirginia R PrevostoMark RothwellSimon Sheaf
- Data Organization and Analysis in Mortgage Insurance: The Implications of Dynamic Risk CharacteristicsTanya D HavlicekKyle S Mrotek
- ROOT: A Data Analysis and Data Mining Tool from CERNRavi KumarArun Tripathi
- Uncertainty-based Credibility and its Application to Excess-of-loss ReinsuranceStephane B BonchePietro Parodi
- Consideration of Bias in Chain Ladder EstimatesRajesh Sahasrabuddhe
- Staying Ahead of the Analytical Competitive Curve: Intregrating the Broad Range of Applications of Predictive Modeling in a Competitive Market EnvironmentCheng-Sheng Peter WuJun YanMo Masud
Corro, Daniel R. 2008. “Grouping Loss Distributions by Tail Behavior Part I: Discrete Families.” CAS Forum 2008 (November).