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Found 1 - 25 of 594 matching your search criteria.

1. 1979 Automobile Accident Reports: Do Driver Characteristics Support Rate Discrimination?
   Classifications/LOB-Auto Physical Damage...
2. A Bayesian Approach to Understanding Time Series Data
   This paper explores the use of Bayesian models to analyze time series data...
3. A Bootstrap approach to price uncertainty of weather derivatives
   This paper investigates price uncertainties in weather derivatives contracts through a bootstrap approach...
4. A Comparison of HMO Efficiencies as a Function of Provider Autonomy
   Current debates in the insurance and public policy literatures over health care financing and cost control measures continue to focus on managed care and HMOs...
5. A Comparison of Stochastic Models that Reproduce Chain Ladder Reserve Estimates
   It is shown that the (over-dispersed) Poisson model is not the same as the distribution-free chain ladder model of Mack (1993) although both reproduce the historical chain ladder estimator for the claims reserve...
6. A Data-Analytic Method for Forecasting Next Record Catastrophe Loss
   We develop in this article a data-analytic method to forecast the severity of next record insured loss to property caused by natural catastrophic events...
7. A Database in 3-D
   Three-dimensional geometry and calculus are useful conceptual and analytical tools for working with valuations of insurance statistics...
8. A Generalization of the Kalman Model Based on Gauss-Markov Theory
   The Kalman filter is generalized to cover state-space models in which the variance of the observation error depends on the state vector...
9. A Multivariate Model for Predicting the Efficiency of Financial Performance for Property and Liability Egyptian Insurance Companies
   This paper uses the financial data of some property-liability insurance companies in Egypt to develop a multivariate model that reflects the efficiency of financial performance...
10. A Nelson-Aalen Estimate of the Incidence Rates of Early-Onset Alzheimer's Disease Associated with the Presenilin-1 Gene
    We analyse, in a probabilistic setting, Newcombe's (1981) life table method of estimating rates of onset of high-penetrance single-gene disorders, and extend this to a counting process model for individual life histories, including movement between risk groups arising from genetic testing and onset in relatives...
11. A Nonlinear Regression Model of Incurred But Not Reported Losses
    The process of loss development has been studied by casualty actuaries for many years...
12. A Nonlinear Regression Model of Incurred But Not Reported Losses [Discussion]
    The paper by Stelljes [1] the subject of this discussion is a welcome addition to the Casualty Actuarial Society literature on nonlinear regression for loss reserving...
13. A Nonparametric Approach to Evaluating Reinsurers' Relative Financial Strength
    There have been a number of past attempts aimed at taking financial data on individual companies, and using this data to produce a predictive model of insurance company solvency...
14. A Practitioner's Approach to Marine Liability Pricing Using Generalised Linear Models
    Marine Liability underwriters – notably those at the Protection and Indemnity (P&I) Clubs – have traditionally used empirical approaches based on individual risk experiences to arrive at their pricing...
15. A Practitioner's Guide to Generalized Linear Models
    The Practitioner’s Guide to Generalized Linear Models is written for the practicing actuary who would like to understand generalized linear models (GLMs) and use them to analyze insurance data...
16. A Practitioner's Guide to Generalized Linear Models
    The Practitioner's Guide to Generalized Linear Models is written for the practicing actuary who would like to understand generalized linear models (GLMs) and use them to analyze insurance data...
17. A Primer on the Exponential Family of Distributions
    Generalized Linear Model (GLM) theory represents a significant advance beyond linear regression theory, specifically in expanding the choice of probability distributions from the Normal to the Natural Exponential Family...
18. A Stochastic control model for individual asset-liability Management
    In the tradition of Merton (1969, 1971) we seek to describe the optimal behaviour of an individual through his lifetime...
19. A Stochastic Framework for Incremental Average Reserve Models
    Motivation: Chain ladder forecasts are notoriously volatile for immature exposure periods...
20. A Stochastic Model Underlying the Chain-Ladder Technique
    This paper presents a statistical model underlying the chain-ladder technique...
21. A Stochastic Planning Model for the Insurance Corporation of British Columbia
    A stochastic planning model is a representation to an appropriate level of detail of all of the cash flows of an insurance company, where the variables are stochastic (randomly generated)...
22. A Top-Down Approach to Understanding Uncertainty in Loss Ratio Estimation
    In this paper we define a specific measure of error in the estimation of loss ratios; specifically, we focus on the discrepancy between the original estimate of the loss ratio and the ultimate value of the loss ratio...
23. Actuarial Applications of Multifractal Modeling Part I: Introduction and Spatial Applications
    Special Topics (narrow topic or advanced); Multifractals are mathematical generalizations of fractals, objects displaying "fractional dimension," "scale invariance," and "self-similarity...
24. Actuarial Applications of Multifractal Modeling Part II: Time Series Applications
    Special Topics (narrow topic or advanced); Multifractals are mathematical generalizations of fractals, objects displaying "fractional dimension," "scale invariance," and "self-similarity...
25. Actuarial I.Q. (Information Quality)
    Motivation: Provide an introduction to data quality and data management directed at actuaries...

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