The following pages link to Gary Venter (Q1622617):
Displaying 11 items.
- Robust paradigm applied to parameter reduction in actuarial triangle models (Q1622618) (← links)
- A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion) (Q1974046) (← links)
- Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation (Q3395761) (← links)
- Marginal Decomposition of Risk Measures (Q3632842) (← links)
- Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method (Q3632854) (← links)
- Testing Distributions of Stochastically Generated Yield Curves (Q4661706) (← links)
- Semiparametric Regression for Dual Population Mortality (Q5043477) (← links)
- A Mortality Model for Pandemics and Other Contagion Events (Q5051107) (← links)
- Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications (Q5505904) (← links)
- Capital Allocation Survey with Commentary (Q5715968) (← links)
- PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE (Q5745189) (← links)
