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Generalized linear models for dependent frequency and severity of insurance claims

Insurance ratemaking using a copula-based multivariate Tweedie model

Asymptotic behaviors of stochastic reserving: Aggregate versus individual models

Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective

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

Sequential Monte Carlo Samplers For Capital Allocation Under Copula-Dependent Risk Models

Measurement and Transfer of Catastrophic Risks. A Simulation Analysis

Stochastic orders and risk measures: Consistency and bounds

Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving

Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method

A Flexible Framework for Stochastic Reserving Models

Modelling Claims Run-off with Reversible Jump Markov Chain Monte Carlo Methods

Stochastic Loss Reserving Using Bayesian MCMC Models

Stochastic Ordering of Reinsurance Structures

The Optimal Number of Quantiles for Predictive Performance Testing of the NCCI Experience Rating Plan

Validating the Double Chain Ladder Stochastic Claims Reserving Model

Dependencies in Stochastic Loss Reserve Models

Pitfalls of Predictive Modeling

Stochastic Loss Reserving Using Generalized Linear Models

Generalized Linear Models for Insurance Rating

A Survey of Approaches to a Changepoint Problem in an Actuarial Context

Estimating the Parameter Risk of a Loss Ratio Distribution—Revisited

PEBELS: Policy Exposure Based Excess Loss Smoothing

A Linear Approximation to Copula Regression

Minimum Bias, GLMs, and Credibility in the Context of Predictive Modeling