Elements of Time-Series Analysis in Liability and Property Insurance Ratemaking [Discussion]

Abstract
This treatise by John McGuinness represents an entire approach to the problem of reflecting trend in insurance ratemaking. Following a methodical definition of terms and statement of the difficulties involved, he develops his thesis as to where the solution lies and provides valuable procedures for the practical implementation of that solution. In short, if his thesis proves acceptable, he has given us a rather complete answer to the question of trend.
Volume
LVI
Page
92-95
Year
1969
Categories
Financial and Statistical Methods
Statistical Models and Methods
Time Series
Actuarial Applications and Methodologies
Ratemaking
Publications
Proceedings of the Casualty Actuarial Society
Authors
Michael A Walters