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Predictive Modeling of Multi-Peril Homeowners Insurance

Generalized Linear Mixed Models for Ratemaking: A Means of Introducing Credibility into a Generalized Linear Model Setting

GLM Invariants

The Retrospective Testing of Stochastic Loss Reserve Models

Copula Regression

On the Importance of Dispersion Modeling for Claims Reserving: An Application with the Tweedie Distribution

Stochastic GBM Methods for Modeling Market Prices

A GLM-Based Approach to Adjusting for Changes in Case Reserve Adequacy

The Leveled Chain Ladder Model for Stochastic Loss Reserving

Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family

Stochastic Mortality The Impact on Target Capital

Predictive Modeling of Multi-Peril Homeowners Insurance

The Workers Compensation Tails

Dispersion Estimates for Poisson and Tweedie Models

Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds

Evaluating Quantile Reserve for Equity-Linked Insurance in a Stochastic Volatility Model

Bayesian Stochastic Mortality Modelling for Two Populations

GLM Basic Modeling: Avoiding Common Pitfalls

Modeling Mortgage Insurance as a Multistate Process

Exact Credibility and Tweedie Models

Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications

General Iteration Algorithms for Classification Ratemaking

Staying Ahead of the Analytical Competitive Curve: Intregrating the Broad Range of Applications of Predictive Modeling in a Competitive Market Environment

Using Cluster Analysis to Define Geographical Rating Territories

Territory Analysis with Mixed Models and Clustering