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Stochastic Trend Models in Casualty and Life Insurance
essential to an understand- ing of risk in a dynamic environment. Filtering the DY trend also provides ... every DY trend. We describe the model as having “dynamic trends,” meaning continuously chang- ing. We have ...- 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
ordinarygeneral linear modeling. The second one is a dynamic logincremental modelthat usesthe Kalman filter-type ... LogIncremental LogIncremental Boot Operational Static Dynamic Strapping "time Consultants 3 3 1 7 Uoyds/RI 2 ...- 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