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A Multivariate Analysis of Intercompany Loss Triangles
A Multivariate Analysis of Intercompany Loss Triangles This abstract describes a paper that proposes a Bayesian hierarchical model to analyze intercompany claim triangles. Bayesian methods ...- Authors: Peng Shi
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Long-Tail Longitudinal Modeling of Insurance Company Expenses
Long-Tail Longitudinal Modeling of Insurance Company Expenses This is the abstract for the presentation on long-tail longitudinal modeling of insurance company expenses. Abstract; 14518 7/30/2010 ...- Authors: Edward Frees, Peng Shi
- Date: Jul 2010
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Ratemaking Using the Tweedie Model
Ratemaking Using the Tweedie Model This abstract describes a paper that proposes a copula-based multivariate Tweedie regression for modeling the semi-continuous claims while accommodating the ...- Authors: Peng Shi
- Date: Feb 2014