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Measuring Uncertainty in Loss Reserves
at the lower, smaller level and looking at the individual claim, the phenomenon, and the processes that ... information about what the appropriatefactor is. So, in Table 1, I've run Method A with two values of this bias ...- Authors: Spencer M Gluck, Roger M Hayne, Thomas S Wright
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Regression analysis; Modeling & Statistical Methods>Stochastic models
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Stochastic Trend Models in Casualty and Life Insurance
trend filter will not be used herein. When the individual AY levels are modeled as independent or with ... of a problem than is typically the case in individual company data. In the DY direction, we have only ...- Authors: Spencer M Gluck, Gary G Venter
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models