Loss Distributions Readings

Howard Mahler ( HMahler@compuserve.com )
Thu, 30 Jul 1998 17:30:15 -0400

I assume you had already mentioned "A Practical Guide to the Single
Parameter Pareto Distribution", Philbrick, PCAS 1985 and "The Mathematics=

of Excess of Loss Coverage...", Lee, PCAS 1988. Both are excellent papers=

on Loss Distributions.
"Excess Ratios, An Alternative Method", Mahler, PCAS 1998, combines some =
of
the basic ideas of Loss Distributions in (what I think) is an interesting=

manner to estimate Workers Compenstaion Excess Ratios.

Howard Mahler

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