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en-usCopyright 2017. All rights reserved.Fri, 24 Mar 2017 17:55:25 GMTUsing the ODP Bootstrap Model: A Practitioner’s GuideThere are many papers that describe the over-dispersed Poisson (ODP) bootstrap model, but these papers are either limited to the basic calculations of the model or focus on the theoretical aspects of
http://www.casact.org/research/dare/index.cfm?fa=view&abstrID=7170
The Credibility of the Overall Rate Indication: Making the Theory WorkActuaries have used the so-called “square root rule” for the credibility for many years, even though the “F” value can take any value, and its assumption that the data receiving the complement of
http://www.casact.org/research/dare/index.cfm?fa=view&abstrID=7199
A Continuous Version of Sherman’s Inverse Power Curve Model with Simple Cumulative Development Factor FormulasA continuous version of Sherman’s discrete inverse power curve model for loss development is defined. This continuous version, apparently unlike its discrete counterpart, has simple formulas for
http://www.casact.org/research/dare/index.cfm?fa=view&abstrID=7200
Bornhuetter-Ferguson Initial Expected Loss Ratio Working Party Paper“The Actuary and IBNR” was published in 1972 by Ronald Bornhuetter and Ronald Ferguson. The methodology from this paper has exploded into a veritably universal methodology used by actuaries and
http://www.casact.org/research/dare/index.cfm?fa=view&abstrID=7196
Data & Technology Working Party ReportThe evolving definition of Advanced Analytics and the emergence of the Data Scientist<p>
In its infancy, Actuarial Science operated at the leading edge of contemporary analytic capabilities and
http://www.casact.org/research/dare/index.cfm?fa=view&abstrID=7195