Description: Abstract for a paper that develops links between credibility theory in actuarial science and longitudinal data models in statistics. The paper demonstrates that many additive credibility models can be expressed as special cases of the longitudinal data model.

Description: Presented at October 1986 Annual Meeting. This session discussion is about the use of simulation, or Monte Carlo, techniques to analyze complex insurance models such as estimating reserves, solvency considerations, and estimation of mortality and distribution of aggregate losses with the aid of a computer program