
Title | Link |
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What's Up With Set Theory | Link |
A Comparative Analysis of Most European and Japanese Bonus-malus Systems: Extension, 1991 | Link |
A Note on Parameter Risk, 2015 | Link |
A Regression Approach to Injured Worker Mortality, 1990 | Link |
A three-way credibility approach to loss reserving, 1986 | Link |
Adapting Banking Models to Insurer ERM, 2006 | Link |
Advances in Modeling of Financial Series, 2010 | Link |
Allocating Capital by Risk Measures – A Systematic Survey, 2003 | Link |
Asset Modeling – Empirical Tests of Yield Curve Generators, 1998 | Link |
Asset-Liability Management for Non-Life Insurers, 2007 | Link |
Capital Allocation for P & C Insurers : A Survey of Methods, 2004 | Link |
Capital Allocation Survey with Commentary, 2004 | Link |
Capital Allocation: An Opinionated Survey, 2003 | Link |
Capital and Value of Risk Transfer, 2004 | Link |
Classical Partial Credibility with Application to Trend, 1983 | Link |
Comparison of Stochastic Models that Reproduce Chain Ladder Reserve Estimates, 2000 | Link |
COTOR Challenge 2 and Internal Review, 2004 | Link |
Credibility 1, 1989 | Link |
Credibility 2, 1990 | Link |
Credibility Theory for Dummies, 2003 | Link |
Discussion of A Bayesian Credibility Formula for IBNR Counts [Discussion], 1986 | Link |
Discussion of Capital Allocation for Insurance Companies, 2003 | Link |
Discussion of Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers, Discussion, 1997 | Link |
Discussion of Distribution-Based Pricing Formulas Are Not Arbitrage-Free, 2004 | Link |
Discussion of Implementation of Proportional Hazards Transforms in Ratemaking, 1998 | Link |
Discussion of Minimum Bias with Generalized Linear Models [Discussion], 1990 | Link |
Discussion of The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count Distributions [Discussion], 1983 | Link |
Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method, 2006 | Link |
Distribution and Value of Reserves Using Paid and Incurred Triangles, 2008 | Link |
Easier Algorithms For Aggregate Excess, 1989 | Link |
Effects of Parameters of Transformed Beta Distributions, 2003 | Link |
Effects of Variations From Gamma-Poisson Assumption, 1991 | Link |
ERM for Strategic Management—Status Report, 2008 | Link |
Evaluating Individual Unit Profitability via Value Impact, 2003 | Link |
Fit to a t – Estimation, Application and Limitations of the t-copula, 2003 | Link |
Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications, 2007 | Link |
Implications of Reinsurance and Reserves on Risk of Investment Asset Allocation, 1998 | Link |
Introduction to Selected Papers from the Variability in Reserves Prize Program, 1994 | Link |
Liability modelling - empirical tests of loss emergence generators, 1998 | Link 1 Link 2 |
Marginal Decomposition of Risk Measures, 2006 | Link |
Market Value of Risk Transfer: Catastrophe Reinsurance Case, 2004 | Link |
Measuring Value in Reinsurance, 2001 | Link |
Measuring Value in Reinsurance (Chinese), 2001 | Link |
MLE for Claims with Several Retentions, 2003 | Link |
Modeling and Managing Liquidity Risk, 2008 | Link |
Modeling the Evolution of Interest Rates: The Key to DFA Assets Models, 1997 | Link |
Modeling Mortality of Related Populations via Parameter Shrinkage, 2018 | Link |
Mortality Trend Models, 2011 | Link |
Mortality Trend Risk, 2010 | Link |
Multivariate Copulas for Financial Modeling, 1985 | Link |
Next Steps for ERM: Valuation and Risk Pricing, 2009 | Link |
Parameter Reduction in Actuarial Triangle Models (to appear), 2019 | Link |
Premium Calculation Implications of Reinsurance without Arbitrage, 1991 | Link |
Profit/Contingency Loadings and Surplus: Ruin and Return Implications, 1979 | Link |
Quantifying Correlated Reinsurance Exposures with Copulas, 2003 | Link |
Refining Reserve Runoff Ranges, 2007 | Link |
Regularized Age-Period-Cohort Modeling of Opioid Mortality Rates, 2018 | Link |
Regularized Regression for Reserving and Mortality Models, 2019 | Link |
Review of Report of Committee on Mortality for Disabled Lives, 1991 | Link |
Robust paradigm applied to parameter reduction in actuarial triangle models, 2017 | Link |
Robustifying Reserving, 2010 | Link |
Scale Adjustments to Excess Expected Losses, 1982 | Link |
Simulating Serious Workers' Compensation Claims | Link |
Stochastic Trend Models in Casualty and Life Insurance, 2009 | Link |
Strategic Planning Models, 2007 | Link |
Strategic Planning, Risk Pricing and Firm Value, 2009 | Link |
Structured Credibility in Applications – Hierarchical, Multi-dimensional and Multivariate Models, 1985 | Link |
Tails of Copulas, 2002 | Link |
Testing Distributions of Stochastically Generated Yield Curves, 2004 | Link |
Testing Stochastic Interest Rate Generators for Insurer Risk and Capital Models, 2003 | Link |
Testing the Assumption of Age-To-Age Factors, 1998 | Link |
The Certainty Premium, 2002 | Link |
Transformed Beta and Gamma Distributions and Aggregate Losses, 1983 | Link |
Triangles in Life and Casualty, 2008 | Link |
Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation, 2008 | Link |
Utility with Decreasing Risk Aversion, 1983 | Link |
Value of Risk Reduction, 2018 | Link |
Why Transfer Risk? 2000 | Link |