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A Multilevel Analysis of Intercompany Claim Counts
empirical distribution of the observed claim counts in Table 1 (2nd column) illus- trates that about 88% percent ... claims during one time period have been observed. Table 1 describes the distribution of claim counts per ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: May 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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A Hierarchial Model for Micro-level Stochastic Loss Reserving.
property 0 20 40 60 80 100 120 Arrival Year 2000 Months since occurrence own injury property ... 649.9 211.2 74.1 1999 2,209.8 3,718.7 818.4 266.3 2000 2,662.5 3,487.0 762.7 2001 2,457.3 3,650.3 2002 ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving