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

Direct Analysis of Pre-Adjusted Loss Cost, Frequency or Severity in Tweedie Models

LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach

Actuarial Modeling with MCMC and BUGS

Actuarial Modeling with MCMC and BUGS [Discussion]

Loss Reserving with GLMs: A Case Study

Combining Credibility and GLM for Rating of Multi-Level Factors

Estimating Claim Settlement Values Using GLM

Severity Distributions for GLMs: Gamma or Lognormal? Evidence from Monte Carlo Simulations

A Practitioner's Guide to Generalized Linear Models

A Comparison of Stochastic Models that Reproduce Chain Ladder Reserve Estimates

Stochastic Upper Bounds for Present Value Functions

The Foundation of Mathematical Finance - Historical Tour in Stochastic Analysis

Doubly Stochastic Poisson Process and the Pricing of Catastrophe Reinsurance Contract

The Sample Size Needed for the Calculation of a GLM Tariff

Discrete Time Risk Models under Stochastic Forces of Interest

Stochastic orders in dynamic reinsurance markets

A Family of term-structure models with stochastic volatility for use in dynamic financial analysis

Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks

The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest Rates

Insurance Industry Decision Support: Data Marts, OLAP and Predictive Analytics

On the distribution of discounted loss reserves using generalized linear models

On Predictive Modeling for Claim Severity

Stochastic Excess-of-Loss Pricing within a Financial Framework

Variable Reduction for Predictive Modeling with Clustering