Abstract
A technique is demonstrated for aggregating bivariate claim size distributions using a two-dimensional Fast Fourier Transform.
Three insurance applications are described in detail relating to: 1) individual risk rating, e) loss and allocated expenses, and 3)
Dynamic Financial Analysis.
Volume
Fall
Page
823-852
Year
2002
Categories
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Dynamic Financial Analysis (DFA);
Actuarial Applications and Methodologies
Ratemaking
Experience Rating
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Financial and Statistical Methods
Loss Distributions
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
Casualty Actuarial Society E-Forum
