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  1. A Frequency-Severity Stochastic Approach to Loss Development
    In this paper, we present a stochastic loss development approach that models all the core components of the claims process separately. The benefits of doing so are discussed, including the providing of more accurate …
  2. Estimating Insurance Attrition Using Survival Analysis
    Retention is an important factor that impacts both profit and growth of insurance companies. Conventional retention analysis, such as logistic regression, does not distinguish between two types of attrition: mid-term cancellation and end-term …
  3. Interpolation Along a Curve
    Actuaries quite often have to interpolate data to obtain quantities such as loss development factors (LDFs) for maturities in between the maturities included in a loss development triangle, or increased limits factors for limits between the data …
  4. Experience and Exposure Rating for Property Per Risk Excess of Loss Reinsurance Revisited
    Experience and exposure rating are traditionally considered to be independent but complementary methods for pricing property per risk excess of loss reinsurance. Strengths and limitations of these techniques are well-known. In practice, both methods …
  5. The Optimal Number of Quantiles For Predictive Performance Testing of the NCCI Experience Rating Plan
    Motivation. Quantile testing is a key technique for fitting parameters and testing performance in workers compensation experience rating and the number of quantile intervals must be specified for such a test. Method. A model is developed to …

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