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en-usCopyright 2017. All rights reserved.Mon, 20 Feb 2017 05:12:10 GMTThe 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
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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
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JRMS 2015 Emerging Risks SurveyNinth Survey of Emerging Risks Risk management can be looked at in many ways—from how the volatility of an individual risk impacts profit distribution to how it threatens solvency. Emerging risks
http://www.casact.org/research/dare/index.cfm?fa=view&abstrID=7192