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
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).