Discussion Papers

Discussion Papers2018-09-03T01:07:50+00:00
Author(s)YearTitlePublicationAbout
Venter, G. G.2006Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving MethodASTIN Bulletin 36, #2Tests chain ladder model in original paper against alternatives.
Venter, G. G.2003Discussion of Distribution-Based Pricing Formulas Are Not Arbitrage-FreePCAS XCI Discusses conditions under which pricing transforms are arbitrage-free.
Venter, G. G1998Discussion of Implementation of Proportional Hazards Transforms in RatemakingPCAS LXXXV Discusses how a particular pricing transform can be used and misused in pricing insurance.
Venter, G. G. and Lane, M.N. 1997Discussion of Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers, DiscussionNAAJ 1:1, pp. 44-6Discussion of paper of options purchases by insurers.
Venter, G. G1990Discussion of Minimum Bias with Generalized Linear Models [Discussion]PCAS LXXVIIDiscussion of statistical framework for cross-classification ratemaking.
Venter, G. G. 1986Discussion of A Bayesian Credibility Formula for IBNR Counts [Discussion]PCAS LXXIIIDiscussion of the use of credibility in loss reserving.
Venter, G. G. 1983Discussion of The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count Distributions [Discussion]PCAS LXX Evaluates alternative methods for combining frequency and severity distributions into aggregate losses.