Vol. 2005, 2005November 01, 2005 EDT
The Analysis and Estimation of Loss & ALAE Variability: A Summary Report
The Analysis and Estimation of Loss & ALAE Variability: A Summary Report
Roger Hayne, James Leise, John T Bonsignore, Yisheng Bu, Sandie Cagley, David R Clark, James Christopher Guszcza, C K Stan Khury, Ravi Kumar, Atul Malhotra, Joseph O Marker, Gary V Nickerson, Bruce E Ollodart, Dianne M Phelps, Ralph Stephen Pulis, David L Ruhm, David E Sanders, Mark R Shapland, Julie Sims, Greg Taylor, Gary G Venter, Micah Grant Woolstenhulme,
Reserve VariabilityFuture Payment VariabilityGeneralized Linear ModelDelta MethodOver-Dispersed Poisson ModelBootstrapBayesian InferenceMarkov Chain Monte Carlo
Articles in Vol. 2005, 2005
Vol. 2005, 2005
- Elicitation and Elucidation of Risk PreferencesDavid L RuhmJoel AtkinsRichard GoldfarbRodney E KrepsKeith RogersParr SchoolmanJustin VanOpdorp
- Using a Simulation Model to Incorporate the Cost of Catastrophe Excess Reinsurance into the Property Rate Level Indication Using the Net Cost of Reinsurance Method, or How I Learned to Stop Worrying and Love the Net Cost of Reinsurance MethodEric Huls
- Parameter Uncertainty in Loss Ratio Distributions and its ImplicationsMichael G Wacek
- The Analysis and Estimation of Loss & ALAE Variability: A Summary ReportRoger HayneJames LeiseJohn T BonsignoreYisheng BuSandie CagleyDavid R ClarkJames Christopher GuszczaC K Stan KhuryRavi KumarAtul MalhotraJoseph O MarkerGary V NickersonBruce E OllodartDianne M PhelpsRalph Stephen PulisDavid L RuhmDavid E SandersMark R ShaplandJulie SimsGreg TaylorGary G VenterMicah Grant Woolstenhulme
- On Optimal Reinsurance ArrangementsYisheng Bu
- Exposure Rating Casualty Reinsurance Excess Layers with Closed Form Annuity ModelsJonathan P Evans
- Simple Practical Estimation of Sub-Portfolio Catastrophe Loss Exceedance Curves with Limited InformationJonathan P Evans
- Reinsuring for Catastrophes Through Industry Loss Warranties - A Practical ApproachAli Ishaq
- On the Optimality of Proportional ReinsuranceI LampaertJean-François Walhin
- Transition Matrix Theory and Individual Claim Loss DevelopmentJohn B Mahon
- An Improved Method for Experience Rating Reinsurance Treaties Using Exposure Rating TechniquesAna J MataMark Alan Verheyen
- On Predictive Modeling for Claim SeverityGlenn G Meyers
- Coherent Capital for Treaty ROE CalculationsJesse DeCoutoIra Robbin
- Stochastic Excess-of-Loss Pricing within a Financial FrameworkErnesto SchirmacherNeeza ThandiDoris Schirmacher
- Reinsurance Applications for the RMK FrameworkDavid R Clark
- Bridging Minimum Bias and Maximum Likelihood Methods Through Weighted EquationNoriszura IsmailAbdul Aziz Jemain
- D&O Reinsurance Pricing - A Financial Market ApproachAthula AlwisVladimir KremermanJunning Shi
- Ratemaking for Captives and Alternative Market VehiclesAnn M Conway
- Generalized Minimum Bias ModelsLuyang FuCheng-Sheng Peter Wu
- Discussion of "Generalized Minimum Bias Models"Stephen J Mildenhall
- The Effect of Changing Exposure Levels on Calendar Year Loss TrendsChris Styrsky
- Pitfalls in Evaluating Proposed Tort ReformsGail Tverberg
- Insurance Industry Decision Support: Data Marts, OLAP and Predictive AnalyticsGeorges BukhbinderMichael KrumenakerAbraham Phillip
- Dancing With Dirty Data: Methods for Exploring and Cleaning DataLouise A Francis
- The Games We Play: The Future of DFA Models' InterfacesAleksey S Popelyukhin
- Actuarial Data Management In A High-Volume Transactional Processing EnvironmentBryant RussellJoseph Strube
Hayne, Roger, James Leise, John T Bonsignore, et al. 2005. “The Analysis and Estimation of Loss & ALAE Variability: A Summary Report.” CAS Forum 2005 (November).