Sumários
Statistical models for loss reserving
25 Março 2011, 08:30 • Walther Neuhaus
Generalised linear models
Estimation the ultimate cost of reported claims
Reinsurance share of outstanding claims
Statistical models for loss reserving & incidentals
23 Março 2011, 11:00 • Walther Neuhaus
Bootstrapping
Taylor's separation method
Diagnostics (sanity checks)
Data requirements
Statistical models for loss reserving
23 Março 2011, 08:00 • Walther Neuhaus
Hertig's model
Log-linear model