Description: This abstract describes a paper that proposes a Bayesian hierarchical model to analyze intercompany claim triangles.

Description: This is the abstract of a preliminary report on a research project about the applications of dynamical systems theory in actuarial science. The project is funded by the AERF. The paper will briefly describe the nature of dynamical systems and present a tentative model derived from percolation theory that could be used to understand the pricing variations encountered in a competitive environment and that could also be used as a model for credibility. From Actuarial Research Clearing House 1992, Vol. 1.

Description: This abstract describes a paper that investigates model uncertainty arising from different ways of treating the operational loss data collection threshold.

Description: This abstract describes a paper that assesses the optimal manner to collapse a factor with many levels into one with a smaller number of levels.

Description: This abstract describes a paper that investigates how to best choose a model from a flexible set of regime-switching models where the individual regimes are not constrained to be from the same distributional family.

Description: This abstract describes a paper that produces a high-resolution, 100-member simulation of surface atmospheric temperature over North America for 1979–2015.

Description: This abstract describes a study in which a goal programming model is constructed for analysis of a non-life insurance sector.

Description: This abstract describes a paper in which several issues surrounding the 2011 paper “Copula Regression”, Variance volume 5-issue1, by Rahul A. Parsa and Stuart A. Klugman, are discussed.

Description: A recent study sheds light on the measurement and implications of the relationship between increased morbidity and declining disability. The results were not consistent across all populations. This study of the compression of morbidity is part of a wider project called the M-project, led by the four authors, which aims to explore the demographic factors leading to an increase in the adult longevity, investigate the phenomenon called the compression of mortality and develop a new methodological approach to longevity analysis with focus on the modal age at death M.