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ASTIN Colloquium
The 38th ASTIN colloquium took place in Manchester, U.K. on July 13–16. ; <!-- InstanceBeginEditable name="Body ... The 38th ASTIN colloquium took place in Manchester, U.K. on July 13–16. ASTIN, the section for Actuarial ...- Authors: Enrique de Alba
- Date: Oct 2008
- Publication Name: Expanding Horizons
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Claims Reserving when there are Negative Values in the Development Triangle
development of stochastic reserving models, Taylor (2000), Kass et. al. (2001), England and Verrall (2002) ... origin (or accident year) i. Thus }s,...,t,k,...,i;Z{ it 11 == where s = maximum number of years (sub periods) ...- Authors: Enrique de Alba
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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Bayesian Claims Reserving When There Are Negative Values in the Runoff Triangle
origin (or accident year) i. Thus { }s,...,t,k,...,i;Zit 11 == where s = maximum number of years (sub periods) ... i = 1,…,k and t = 1,…,s. Most claims reserving methods usually assume that s=k and that we know the ...- Authors: Enrique de Alba, Marco A Ramirez Corzo
- Date: Jan 2006
- Competency: Technical Skills & Analytical Problem Solving
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The 11th International Congress on Insurance: Mathematics and Economics (IME)
The 11th International Congress on Insurance: Mathematics and Economics (IME) This article ... Issue No. 37. ; <!-- InstanceBeginEditable name="Table" --> The 11th International Congress on Insurance: ...- Authors: Enrique de Alba
- Date: Sep 2007
- Publication Name: Expanding Horizons
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Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution
Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution ... assume for all i = 1,…,k and t = 1,…,s. We know the values for .- Authors: Enrique de Alba, Jose Gilberto Atondo Siu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods