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Credibility Formulas of the Updating Type
OF THE UPDATING TYPE* DONALD A. JONES AND HANS U. GERBER ABSTRACT A credibility formula is said ... Brownian motion in physics. I. INTRODUCTION L S I, S '2, S s, . . . be a sequence of random variables, for ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, PAUL ROBERT MILLER, Myron Henry Margolin
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Bayesian methods
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Credibility Theory - C-21-01 Study Note
more than 550 claims? The stan- dard deviation is S 500 = 22:36. So 550 claims corresponds to about 50=22:36 ... than 550 claims is approximately 1©((550:5500)= S 500) = 1©(2:258) = 1 :9880 = 1:20%. PREPUBLICATION ...- Authors: Society of Actuaries
- Date: Jul 1998
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Estimation methods
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Analyzing Recent Experience on FHA Investor Loans
Analyzing Recent Experience on FHA Investor Loans This work describes a study undertaken ... determine whether the Federal Housing Administration's 'FHA' single-family-home mortgage insurance ...- Authors: Thomas Herzog
- Date: Oct 1988
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods; Public Policy
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Calibrating Risk Score Model with Partial Credibility
“offset” variable that represented the original model’s risk score prediction. In a standard linear regression ... The specific error metrics are presented in the table below: Model Description Error Metric on Next Year ...- Authors: Sheamus Parkes, Brad Armstrong
- Date: Oct 2015
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Expanding Horizons
- Topics: Health & Disability>Health care; Health & Disability>Health insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Estimation methods; Predictive Analytics
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Calibrating Risk Score Model with Partial Credibility
Calibrating Risk Score Model with Partial Credibility This article describes a method that can be ... The specific error metrics are presented in the table below: Model Description Error Metric on Next ...- Authors: Sheamus Parkes, Bradley Armstrong
- Date: Jul 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Health & Disability>Health care; Health & Disability>Health insurance; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis; Predictive Analytics