Browse Research

Viewing 7576 to 7600 of 7690 results

Clustering in Ratemaking: with Application in Territories Clustering

Bonus-Malus Systems as Markov Set-chains

A Stochastic Framework for Incremental Average Reserve Models

Stochastic Loss Reserving with the Collective Risk Model

More Flexible GLMs: Zero-Inflated Models and Hybrid Models

Applications of the Offset in Property-Casualty Predictive Modeling

Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications

Flexible Factor Chain Ladder Model: A Stochastic Framework for Reasonable Link Ratio Selections

Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach

The Chain Ladder and Tweedie Distributed Claims Data

Adaptive Reserving using Bayesian Revision for the Exponential Dispersion Family

Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments

Direct Analysis of Pre-Adjusted Loss Cost, Frequency or Severity in Tweedie Models

LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach

Actuarial Modeling with MCMC and BUGS

Actuarial Modeling with MCMC and BUGS [Discussion]

Loss Reserving with GLMs: A Case Study

Combining Credibility and GLM for Rating of Multi-Level Factors

Estimating Claim Settlement Values Using GLM

Severity Distributions for GLMs: Gamma or Lognormal? Evidence from Monte Carlo Simulations

A Practitioner's Guide to Generalized Linear Models

A Comparison of Stochastic Models that Reproduce Chain Ladder Reserve Estimates

Stochastic Upper Bounds for Present Value Functions

The Foundation of Mathematical Finance - Historical Tour in Stochastic Analysis

Doubly Stochastic Poisson Process and the Pricing of Catastrophe Reinsurance Contract