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Stochastic Trend Models in Casualty and Life Insurance
the data rather than classic re-sampling. 17 Neither approach provides a measure of the uncertainty ... then back-tested the chain ladder method, getting 17 actual readings of the real forecast errors. The ...- 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
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Measuring Uncertainty in Loss Reserves
_-i_ i = Year of Origin (74... 91) j = Delay (0... 17) Calendar year of payment = i + j =d are scale ... 9 Standard Error 21.1 17.7 10.0 13.4 10.5 Chart 17 is the scatter plot of the paid model. First is the ...- Authors: Spencer M Gluck, Roger M Hayne, Thomas S Wright
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Regression analysis; Modeling & Statistical Methods>Stochastic models