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The Aggregate Claims Distribution and Stop-Loss Reinsurance
The Aggregate Claims Distribution and Stop-Loss Reinsurance This paper presents the recursive definition ... definition of the aggregate claims distribution which does not require the usual computation of the convolutions ...- Authors: Harry H Panjer
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Reinsurance>Stop-loss insurance
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An Analysis of Loss Reserves in Canada
An Analysis of Loss Reserves in Canada This paper investigates the accuracy of loss reserves by comparing ... with the actual results five years hence. The ultimate purpose was to provide an estimate of the amount ...- Authors: Robert Brown, Harry H Panjer
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance
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A STATISTICAL APPROACH TO GRADUATION BY MATHEMATICAL FORMULA
problem of statistical estimation. The method of maximum likelihood is used to determine the estimates ... estimates of the parameters. Theory is developed to allow for estimation without resorting to the usual "exposure" ...- Authors: Harry H Panjer
- Date: Jan 1979
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods