Sumários

Loss Reserving

14 Maio 2021, 10:00 Walther Neuhaus

Summary
Working through an exam


Loss Reserving

13 Maio 2021, 08:00 Walther Neuhaus

Accounting and better estimates


Loss Reserving

12 Maio 2021, 08:00 Walther Neuhaus

Reinsurance


Loss Reserving

11 Maio 2021, 08:00 Walther Neuhaus

GLM

Diagnostics
Data requirements


Loss Reserving

10 Maio 2021, 08:30 Walther Neuhaus

Rejoinder on Bühlmann-Straub

Systematic workbook
Working through last year's exam on BS (20200702 Part 2)
Simulating BS model to assess overall uncertainty
Bornhuetter-Ferguson revisited (journal paper)
General credibility theory, very short and superficial. Just saying that i.i.d. is not an intrinsic requirement of the BS model.