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Predictive Modeling of Multi-Peril Homeowners Insurance

The Workers Compensation Tails

Dispersion Estimates for Poisson and Tweedie Models

Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds

Evaluating Quantile Reserve for Equity-Linked Insurance in a Stochastic Volatility Model

Bayesian Stochastic Mortality Modelling for Two Populations

GLM Basic Modeling: Avoiding Common Pitfalls

Modeling Mortgage Insurance as a Multistate Process

Exact Credibility and Tweedie Models

Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications

General Iteration Algorithms for Classification Ratemaking

Staying Ahead of the Analytical Competitive Curve: Intregrating the Broad Range of Applications of Predictive Modeling in a Competitive Market Environment

Using Cluster Analysis to Define Geographical Rating Territories

Territory Analysis with Mixed Models and Clustering

Clustering in Ratemaking: with Application in Territories Clustering

Bonus-Malus Systems as Markov Set-chains

A Stochastic Framework for Incremental Average Reserve Models

Stochastic Loss Reserving with the Collective Risk Model

More Flexible GLMs: Zero-Inflated Models and Hybrid Models

Applications of the Offset in Property-Casualty Predictive Modeling

Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications

Flexible Factor Chain Ladder Model: A Stochastic Framework for Reasonable Link Ratio Selections

Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach

The Chain Ladder and Tweedie Distributed Claims Data

Adaptive Reserving using Bayesian Revision for the Exponential Dispersion Family