Browse Research
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2013
Motivation. Quantifying the impact of the introduction of physician fee schedules in workers compensation is an integral part of NCCI legislative pricing. Although the vast majority of US states have physician fee schedules in place, a small number of jurisdictions operate without such a legal provision.
2013
Motivation. Concomitant with the 2007-2009 recession, the US economy experienced profound changes in industrial structure that led to widely varying growth rates of employment by industry. Whereas some of these changes may be temporary, others are likely to be perman
ent or keep progressing. Among the sectors exhibiting the most significant shifts in employment levels are manufacturing, health care, and construction.
2013
CAS E-Forum, Spring 2013 Volume 2 2013 Spring-Volume 2 Including a Special Report on Contingent Capital and the Reinsurance Call Papers
2013
CAS E-Forum, Spring 2013 2013 Spring Including the Ratemaking Call Papers
2013
This study relates negative binomial and generalized Poisson regression models through the mean-variance relationship, and suggests the application of these models for overdispersed or underdispersed count data.
2013
This paper outlines an application of a weighted Monte Carlo method to a jump diffusion model
in the presence of clustering and runs suggestive of contagion. The paper was originally submitted as a master's thesis in the Mathematics in Finance program at the Courant Institute of Mathematical Sciences, New York University, on March 15, 2003. The author wishes to make the material available to a wider audience.
2013
The Pareto distribution is widely used in modeling losses in Property and Casualty insurance. The thick-tailed nature of the distribution allows for inclusion of large events. However, in practice it may be necessary to apply an upper truncation point so as to eliminate unreasonably large loss amounts and to ensure that the first and second moments of the distribution exist.
