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Kate Vista
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Decks in this class (21)
Marshall
Example of external systemic risk,
Components of independent risk 2,
Quantitative techniques are best ...
23
cards
Goldfarb
Insurance company valuation metho...,
Present value of dividends with g...,
Formula for growth rate beyond fo...
37
cards
Brehm #1
Erm definition,
Risks included in erm analysis 2,
Main categories of risk facing in...
24
cards
Mack (2000) - BF and GB methods
Advantage of the cl method over t...,
Benktander method aka iterated bf,
Weights that will convert benktan...
5
cards
Hurlimann
Key differences b w hurlimann and...,
Formula for incremental and overa...,
Expected value of the burning cos...
13
cards
Brosius
Advantage of least squares method,
Disadvantages of least squares me...,
Best use for least squares method...
16
cards
Patrik
Reinsurance loss reserving proble...,
Causes of persistent upward devel...,
Components of a reinsurers loss r...
13
cards
Clark
Key elements of a statistical los...,
Loglogistic growth curve,
Weibull growth curve
23
cards
Mack (1994) - CL assumptions
Implicit cl assumptions 3,
Variance of next loss,
Mse of ultimate claims
19
cards
Venter
Incremental age to age factor,
Tests of loss emergence 2,
Test for significance of factors ...
28
cards
Verrall
Important properties of bayesian ...,
Main ways expert knowledge can be...,
Bf estimated reserve formula
21
cards
Shapland
Technique to address model risk,
Error distributions 4,
Variance of incremental claims
41
cards
Siewert
Advantages of high deductible pla...,
Per aggregate xs losses under the...,
Advantages of the lr approach to ...
19
cards
Sahasrabuddhe
Criticisms of current claims deve...,
Necessary claims data adjustments 2,
Connections b w development facto...
10
cards
Teng & Perkins
Reasons for popularity of retrosp...,
Premium asset,
Formula for premium at the nth ra...
28
cards
Meyers
Reasons models may not accurately...,
Tests for uniformity and descript...,
K s test
25
cards
Brehm #2
The evolutionary process of decis...,
Argument for moving towards step ...,
Franchise value
46
cards
Brehm #3
Parameter risk,
Components of parameter risk 3,
Estimation risk
25
cards
Brehm #4
Operational risk,
Categories of operational risk 7,
Explanation of internal fraud and...
52
cards
Brehm #5
Steps in the evolution of a lob 4,
Description of the emergence phas...,
Description of the control phase ...
17
cards
Taylor and McGuire
Mean and variance of exponential ...,
Variance function for the tweedie...,
Relationship between p for the tw...
34
cards
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CAS Exam 7
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