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By:
Alexa Weber
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Decks in this class (15)
Mack - Benktander
Benktander reserve is a credibility weighting of the CL and BF reserve
8
cards
Hurlimann
Hürlimann uses expected incremental loss ratios to specify the payment pattern instead of using LDFs calculated directly from the losses. We can calculate a credibility-weighted estimate of the individual and collective reserves that minimizes the MSE of the reserve estimate.
21
cards
Brosius
Brosius introduces the Least Squares method for estimating loss reserves and compares this method to the traditional Chain Ladder and the Budgeted Loss (Expected Loss) methods. The key theme of this paper is that the Least Squares method is a credibility weighting of the Link Ratio (Chain Ladder) and Budgeted Loss methods.
20
cards
Friedland
Reinsurance
33
cards
Clark
Elements of a statistical loss re...,
Notation 2,
Loglogistic 3
23
cards
Mack - Chain Ladder
Appeal of confidence intervals 1,
Cl ultimate 2,
First implicit assumption of the ...
19
cards
Venter Factors
Notation 1,
Cl assumptions 2,
Implication 1 significance of fac...
22
cards
Shapland
Notation 1,
Odp model 2,
Development factors 3
37
cards
Siewert
Excess losses 1,
Advantages of a high deductible p...,
Loss ratio approach 3
18
cards
Sahasrabudde
Pinto gogol approach 1,
Notation 2,
Trend factors 3
14
cards
Teng & Perkins
Retrospectively rated retro policy 1,
Advantages of retro policies 2,
Retro premium 3
23
cards
Meyers
Why do models fail to accurately ...,
Test 1 histogram 2,
Test 2 plot kolmogorov smirnov k ...
32
cards
Taylor
Notation 1,
Bf method 2,
Cape cod method 3
23
cards
Verrall
Advantages of bayesian models 1,
Mack model 2,
Over dispersed poisson odp model 3
14
cards
Marshall
Current approaches to assessing r...,
Determining covs 2,
Populating the correlation matrix 3
29
cards
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Exam 7
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