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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