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1. A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance
   For estimating the shape parameter of Paretian excess claims, certain Bayesian estimators, which are closely related to the Hill estimator, have been suggested in the insurance literature...
2. Adjusting Size for Loss Distributions for Trend
   The aim of this paper is to discuss the methods that can be used to forecast the shape of a size of loss distribution in some future time period based on its shape in the recent past...
3. Allowance for Cost of Claims in Bonus-Malus Systems
   The objective of this paper is to make allowance for cost of claims in experience rating...
4. An Actuarial Index of the Right-Tail Risk
   A common characteristic for many insurance risks is the right-tail risk, representing low-frequency, large-loss events...
5. Approximative Evaluation of the Distribution Function of Aggregate Claims
   A formula, originally presented by J...
6. Asymptotic Efficiency of Largest Claims Reinsurance Treaties; The
   Reinsurance treaties defined as generalizations of the classical largest claims reinsurance covers are investigated with respect to the associated risk, defined as the variance of the insurer’s retaining total claims amount...
7. Bonus-Malus Systems with Varying Deductibles
   Bonus-malus systems typically lead to high maluses when claims at fault are reported...
8. Branch Office Profit Measurement for Property – Liability Insurers
   Effective measurement of financial performance for individual branch offices is hindered by two major problems...
9. Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count Distributions; The
   This paper discusses aggregate loss distributions from the perspective of collective risk theory...
10. Characterization of the Esscher-Transformation, A
    One of the central problems in risk theory is the calculation of the distribution function F of aggregate claims of a portfolio...
11. Comparison of Methods for Evaluation of the Convolution of Two Compound R1 Distributions
    In the present paper we compare four methods for evaluating the convolution of two compound Ri distributions by counting the numbers of elementary algebraic operations required...
12. Comparison of Minimum Bias and Maximum Likelihood Methods for Claim Severity
    The objective of this study is to compare the methods of minimum bias and maximum likelihood by using a weighted equation on claim severity data...
13. Computation of Aggregate Loss Distributions; The
    Paul R...
14. Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation
    The standard methods for the calculation of total claim size distributions and ruin probabilities, Panjer recursion and algorithms based on transforms, both apply to lattice-type distributions only and therefore require an initial discretization step if continuous distribution functions are of interest...
15. Credibility for Severity
    Most credibility formulas in use today measure the credibility of a given number of claims...
16. Credibility for Severity [Discussion]
    This is an inspiring paper very clearly written and well presented...
17. Credibility for Severity [Discussion]
    The credibility formulae discussed in this paper may be satisfactory from an experience rating point of view, where the premium of a particular risk is only influenced by the total amount of its claims experienced in the past...
18. Density of the Time to Ruin in the Classical Poisson Risk Model, The
    We derive an expression for the density of the time to ruin in the classical risk model by inverting its Laplace transform...
19. Direct Analysis of Pre-Adjusted Loss Cost, Frequency or Severity in Tweedie Models
    Response data (loss cost, claim frequency or claim severity) are often pre-adjusted with known factors and directly analyzed with generalized linear models (GLM)...
20. Distribution by Size of Risk- A Model
    Distribution of risks by size is important in many lines of commercial casualty insurance, and yet there seems to be no evidence in the Proceedings of any attempt to provide a workable mathematical model for this distribution...
21. Distribution by Size of Risk- A Model [Discussion]
    We are, indeed, indebted to Mr...
22. Effect of Trend on Excess of Loss Coverage; The
    The subject of the effect of trend on excess of loss coverages has been addressed quite frequently in the Proceedings over the years...
23. Equilibrium compound distributions and stop-loss moments
    A convolution representation is derived for the equilibrium or integrated tail distribution associated with a compound distribution...
24. Estimating Pure Premium by Layer—An Approach
    This paper presents an approach to the estimation of loss costs by layer of insurance coverage...
25. Estimating Tail Factors
    Modeling approaches for projecting tail development beyond the most mature data points will be presented...

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