Abstract
Mr. Van Slyke's paper presents a discussion of econometric modeling in a fairly general way. I would have preferred to see more on possible specific applications to insurance pricing, especially with regard to the more sophisticated techniques of systems dynamics and catastrophe theory.
Econometric Modeling
Volume
May
Page
618-687
Year
1980
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Actuarial Applications and Methodologies
Regulation and Law
Financial and Statistical Methods
Statistical Models and Methods
Publications
Casualty Actuarial Society Discussion Paper Program