Vol. 2003, 2003November 01, 2003 EDT
Review of “Capital Allocation for Insurance Companies” by Stewart C. Myers and James R. Read Jr.
Review of “Capital Allocation for Insurance Companies” by Stewart C. Myers and James R. Read Jr.
Paul J Kneuer,
Articles in Vol. 2003, 2003
Vol. 2003, 2003
- Overview of Enterprise Risk ManagementJerry MiccolisPaul BrehmKevin DicksonBarry FranklinGerry KirschnerJohn KollarDon MangoFrancois MorinChris NelsonTed Zubulake
- Probabilistic Framework for Evaluating Materiality and Variability in Loss Reserve EstimatesIrene K BassC K "Stan" Khury
- LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood ApproachDavid R Clark
- Estimating ULAE Liabilities; Rediscovering and Expanding Kittel's ApproachRobert F CongerAlejandra Nolibos
- Measurement of Reserve VariabilityRoger M Hayne
- Reserving for Asbestos LiabilitiesClaus S MetznerKevin M Madigan
- Estimation and Application of Ranges of Reasonable EstimatesCharles L McClenahan
- Monoline Insurance & Financial Guaranty ReservingJames P McNichols
- A Statistical Simulation Approach for Estimating the Reserve for Uncollectible ReinsuranceNicholas Pastor
- Loss Reserve Estimates: A Statistical Approach for Determining "Reasonableness"Mark R Shapland
- A Generic Claims Reserving Model: A Fundamental Risk AnalysisGraciela Vera
- Review of "Capital Allocation for Insurance Companies" by Stewart C. Myers and James R. Read Jr.Paul J Kneuer
- The Economics of Capital AllocationGlenn G Meyers
- A Note on the Myers and Read Capital Allocation FormulaStephen J Mildenhall
- A Method of Implementing Myers-Read Capital Allocation in SimulationDonald F MangoDavid L Ruhm
- Discussion of "Capital Allocation for Insurance Companies" by Stewart C. Myers and James R. Read Jr.Gary G Venter
- Review of "Capital Allocation for Insurance Companies" by Steward C. Myers and James R. Read Jr. Practical Considerations for Implementation the Myers-Read ModelPaul J BrehmKyle J Vrieze
- Annuity Densities with Application to Tail DevelopmentDaniel R Corro
- Financial Pricing Models for Property-Casualty Insurance Products: Implementation and PresentationSholom FeldblumNeeza Thandi
- Financial Pricing Models for Property-Casualty Insurance Products: Investment YieldsSholom FeldblumNeeza Thandi
- The Pricing of CommutationsSholom Feldblum
- Evaluating Individual Unit Profitability via Value ImpactGary G Venter
- ERM and DFA Using Active Knowledge StructuresSam ManoffJim Brander
- The Aggregation and Correlation of Insurance ExposureFrederick L KlinkerGlenn G MeyersDavid A Lalonde
- Advanced Modeling, Visualization, and Data Mining Techniques for a New Risk LandscapeLilli Segre-TossaniLee M Smith
- Financial Pricing Models for Property-Casualty Insurance Products: Income Recognition and Performance MeasurementSholom FeldblumNeeza Thandi
- Financial Pricing Models for Property-Casualty Insurance Products: Reserve Valuation RatesSholom FeldblumNeeza Thandi
- Discussion of "Loss Estimates Using S-Curves: Environmental and Mass Tort Liabilities" by Bruce E. OllodartKirk G Fleming
- Econometric Modeling of Insurance Frequency Trends: Which Model Should We Choose?Amin Ussif
- Discussion of "Risk Load for Insurers" by Sholom FeldblumTrent R Vaughn
- Capital Allocation: An Opinionated SurveyGary G Venter
- The Valuation of Stochastic Cash FlowsLeigh J Halliwell
- CorrelationThomas Struppeck
- The Aggregation and Correlation of Reinsurance ExposureFrederick L KlinkerGlenn G MeyersDavid A Lalonde
- Estimating the Parameter Risk of a Loss Ratio DistributionCharles E Van Kampen
- Quantifying Correlated Reinsurance Exposures with CopulasGary G Venter
- On the Optimality of Multiline Excess of Loss CoversJean-François Walhin
- Hedging Catastrophe Risk Using Index-Based Reinsurance InstrumentsLixin Zeng
- Martian Chronicles: Is MARS Better than Neural Networks?Louise A Francis
- Applying Data Mining Techniques in Property/Casualty InsuranceLijia Guo
- Rainy Day: Actuarial Software and Disaster RecoveryAleksey S Popelyukhin
- Modeling Hidden Exposures in Claim Severity via the EM AlgorithmRichard A DerrigGregorz A Rempala
- Where is My Market? How to Use Data to Find and Validate New Commercial Lines Market NichesLisa Sayegh
- Does Credit Score Really Explain Insurance Losses? Multivariate Analysis from a Data Mining Point of ViewJames GuszczaCheng-Sheng Peter Wu
- Credit & Surety Pricing and the Effects of Financial Market ConvergenceAthula AlwisChristopher M Steinbach
- Dynamic Pricing AnalysisCharles H BoucekThomas P Conway
- Statistical Learning Algorithms Applied to Automobile Insurance RatemakingCharles DugasYoshua BengioNicolas ChapadosPascal VincentGermain DenoncourtChristian Fournier
- Credibility Modeling via Spline Nonparametric RegressionAshis GangopadhyayWu-Chyuan Gau
- Classification Ratemaking Using Decision TreesNasser Hadidi
- Quantifying the Impact of Non-Modeled Catastrophes on Homeowners ExperienceIsrael Krakowski
- A Unifying Approach to Pricing Insurance and Financial RiskAndreas Kull
- Capital Consumption: An Alternative Methodology for Pricing ReinsuranceDonald F Mango
- Estimating the Cost of Commercial Airlines Catastrophes- A Stochastic Simulation ApproachRomel G Salam
- Paid Loss Development of Fixed Size ClaimsDaniel R Corro
- Financial Pricing Models for Property-Casualty Insurance Products: Modeling the Equity FlowsSholom FeldblumNeeza Thandi
- Financial Pricing Models for Property-Casualty Insurance Products. The Target Return on CapitalSholom FeldblumNeeza Thandi
- Credibility Theory for DummiesGary G Venter
- Effects of Parameters of Transformed Beta DistributionsGary G Venter
- MLE for Claims with Several RetentionsGary G Venter
- Testing Stochastic lnterest Rate Generators for lnsurer Risk and Capital ModelsGary G Venter
Kneuer, Paul J. 2003. “Review of ‘Capital Allocation for Insurance Companies’ by Stewart C. Myers and James R. Read Jr.” CAS Forum 2003 (November).