Articles in Vol. 2006, 2006
Vol. 2006, 2006
- "Adjusting & Other" Reserves According to the "Loss-Activity Method"Paul B Deemer
- Loss Reserving Using Claim-Level DataJames C GuszczaJan A Lommele
- Parameter Estimation for Bornhuetter/FergusonThomas Mack
- Estimating Predictive Distributions for Loss Reserve ModelsGlenn G Meyers
- A Method for Projecting Individual Large ClaimsAndrew McLennanKarl P Murphy
- Measuring Loss Reserve UncertaintyWilliam H Panning
- Methods and Models of Loss Reserving Based on Run-Off Triangles: A Unifying SurveyKlaus D Schmidt
- Optimal and Additive Loss Reserving for Dependent Lines of BusinessKlaus D Schmidt
- A Nonlinear Regression Model of Incurred But Not Reported LossesScott Stelljes
- Multilevel Non-Linear Random Effects Claims Reserving Models and Data Variability StructuresGraciela Vera
- A Least Squares Method of Producing Bornhuetter-Ferguson Initial Loss RatiosPaul J Brehm
- Trending Entry Ratio TablesDaniel R Corro
- Considerations Regarding Standards of Materiality in Estimates of Outstanding LiabilitiesEmmanuel T BardisChristina L GwilliamStephen P LoweAtul S Malhotra
- The 2004 NCCI Excess Loss FactorsDaniel R CorroGregory James Engl
- Insurance Capital as a Shared AssetDonald F Mango
- Insurance Capital as a Shared Asset [Discussion]Robert A Bear
- Variance and Covariance Due to InflationDavid R Clark
- Distinguishing the Forest from the TREES: A Comparison of Tree Based Data Mining MethodsRichard A DerrigLouise A Francis
- The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources (Introduction)Glenn G Meyers
- The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources (Part 1): Correlation and Aggregate Loss Distributions With An Emphasis On The Iman-Conover MethodStephen J Mildenhall
- The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources Report (Part 2): Aggregating Bivariate Claim Severities With Numerical Fourier InversionDavid L Homer
- The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources (Part 3): The Common Shock Model for Correlated Insurance LossesGlenn G Meyers
- The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources (Part 4): Serial Correlations of Interest and Inflation RatesHans E Waszink
- Estimating Tail Development Factors: What to do When the Triangle Runs OutJoseph A Boor
- A Database in 3-DAlfred Denard Commodore
- Risk Transfer Testing of Reinsurance Contracts: Analysis and RecommendationsJohn G AquinoTodd R BaultPaul J BrehmMark W LittmannDeborah M RosenbergDavid L RuhmMichael G WacekKaren A PachynElizabeth E.L. HansenPierre G LaurinMark van Zanden
- Reinsurance Involving Partial Risk Transfer Addressing the Accounting DifficultiesSpencer M Gluck
- A Multivariate Bayesian Claim Count Development Model With Closed Form Posterior and Prdictive DistributionsStephen J Mildenhall
- Incorporating Systematic Risk Into The RMK FrameworkTrent R Vaughn
- A Portfolio Theory of Market Risk LoadYingjie Zhang
- Taming Text: An Introduction to Text MiningLouise A Francis
- Variable Reduction for Predictive Modeling with ClusteringKevin LonerganRobert Sanche
Corro, Daniel R. 2006. “Trending Entry Ratio Tables.” CAS Forum 2006 (November).