Vol. 2006, 2006February 01, 2006 EDT
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 Inversion
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 Inversion
David L Homer,
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
Homer, David L. 2006. “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 Inversion.” CAS Forum 2006 (February).