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How Extensive a Payroll Exposure is Necessary to Give a Dependable Pure Premium

The answer to this question, of fundamental importance in dealing with compensation rates, depends upon the answer to two others: (1) What are the characteristics of a dependable pure premium? (2) What factors tend to make a pure premium derived from experience undependable?

Solvency II and Nested Simulations - a Least-Squares Monte Carlo Approach

Within the European Union, risk-based funding requirements for life in- surance companies are currently being revised as part of the Solvency II project. However, many insurers are struggling with the implementation, which is in part due to the ine±cient methods underlying their numerical computations.

Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments

This article proposes a computer-intensive methodology to build bonus-malus scales in automobile insurance. The claim frequency model is taken from Pinquet, Guillén, and Bolancé (2001). It accounts for overdispersion, heteroskedasticity, and dependence among repeated observations. Explanatory variables are taken into account in the determination of the relativities, yiedling an integrated automobile ratemaking scheme.

Security Posture-Based Incident Forecasting

Market-Based Model Selection with an Application in Commercial Auto Ratemaking

A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

Pricing catastrophe options with stochastic claim arrival intensity in claim time

Neural networks approach for determining total claim amounts in insurance

Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk

A Flexible Framework for Stochastic Claims Reserving

Predictive Distributions of Outstanding Liabilities in General Insurance

Stochastic Claims Reserving in General Insurance

Extreme events, discounting and stochastic optimization

Stochastic time changes in catastrophe option pricing

Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM

Portfolio Value-at-Risk with Heavy-Tailed Risk Factors

On the distribution of discounted loss reserves using generalized linear models

Catastrophe options with stochastic interest rates and compound Poisson losses

Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR

Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse

An overview of insurance uses of fuzzy logic

The merging of neural networks, fuzzy logic, and genetic algorithms

Fuzzy logic in insurance

Valuing catastrophe bonds by Monte Carlo simulations

An investigation into stochastic claims reserving models and the chain-ladder technique