"Probabilistic Development Factor Models with Applications to Loss
Reserve Variability, Prediction Intervals and Risk based Capital" by
Ben Zehnwirth, published in the Casualty Actuarial Society Forum,
Spring 1994, Vol. 2 (now included by the Society of Actuaries (USA)
in Course 7 of their education program), and
"Best Estimates for Reserves" by Glen Barnett and Ben Zehnwirth,
Casualty Actuarial Society Forum, Fall 1998
These techniques are implemented in the ICRFS-Plus software produced
by Insureware. For more information, see the web site
http://www.insureware.com or email me.
Julie Sims
--------------------------
Julie Sims
Statistician
Insureware Pty Ltd
Suite 7,40-44 St Kilda Rd
St Kilda VIC 3182
AUSTRALIA
Tel: +61 3 9533 6333
Fax: +61 3 9533 6033
WWW: www.insureware.com
E-mail: JulieSims@insureware.com
--------------------------------
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