Alphabetical

Alphabetical2018-09-03T01:09:39+00:00
TitleLink
A Comparative Analysis of Most European and Japanese Bonus-malus Systems: Extension, 1991Link
A Note on Parameter Risk, 2015Link
A Regression Approach to Injured Worker Mortality, 1990Link
A three-way credibility approach to loss reserving, 1986Link
Adapting Banking Models to Insurer ERM, 2006Link
Advances in Modeling of Financial Series, 2010Link
Allocating Capital by Risk Measures – A Systematic Survey, 2003Link
Asset Modeling – Empirical Tests of Yield Curve Generators, 1998Link
Asset-Liability Management for Non-Life Insurers, 2007Link
Capital Allocation for P & C Insurers : A Survey of Methods, 2004
Link
Capital Allocation Survey with Commentary, 2004Link
Capital Allocation: An Opinionated Survey, 2003Link
Capital and Value of Risk Transfer, 2004Link
Classical Partial Credibility with Application to Trend, 1983Link
Comparison of Stochastic Models that Reproduce Chain Ladder Reserve Estimates, 2000Link
COTOR Challenge 2 and Internal Review, 2004Link
Credibility 1, 1989Link
Credibility 2, 1990Link
Credibility Theory for Dummies, 2003Link
Discussion of A Bayesian Credibility Formula for IBNR Counts [Discussion], 1986Link
Discussion of Capital Allocation for Insurance Companies, 2003Link
Discussion of Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers, Discussion, 1997Link
Discussion of Distribution-Based Pricing Formulas Are Not Arbitrage-Free, 2004Link
Discussion of Implementation of Proportional Hazards Transforms in Ratemaking, 1998Link
Discussion of Minimum Bias with Generalized Linear Models [Discussion], 1990Link
Discussion of The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count Distributions [Discussion], 1983Link
Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method, 2006Link
Distribution and Value of Reserves Using Paid and Incurred Triangles, 2008Link
Easier Algorithms For Aggregate Excess, 1989Link
Effects of Parameters of Transformed Beta Distributions, 2003Link
Effects of Variations From Gamma-Poisson Assumption, 1991Link
ERM for Strategic Management—Status Report, 2008Link
Evaluating Individual Unit Profitability via Value Impact, 2003Link
Fit to a t – Estimation, Application and Limitations of the t-copula, 2003Link
Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications, 2007Link
Implications of Reinsurance and Reserves on Risk of Investment Asset Allocation, 1998Link
Introduction to Selected Papers from the Variability in Reserves Prize Program, 1994Link
Liability modelling - empirical tests of loss emergence generators, 1998Link 1

Link 2
Marginal Decomposition of Risk Measures, 2006Link
Market Value of Risk Transfer: Catastrophe Reinsurance Case, 2004Link
Measuring Value in Reinsurance, 2001Link
Measuring Value in Reinsurance (Chinese), 2001Link
MLE for Claims with Several Retentions, 2003Link
Modeling and Managing Liquidity Risk, 2008Link
Modeling the Evolution of Interest Rates: The Key to DFA Assets Models, 1997Link
Modeling Mortality of Related Populations via Parameter Shrinkage, 2018Link
Mortality Trend Models, 2011Link
Mortality Trend Risk, 2010Link
Multivariate Copulas for Financial Modeling, 1985Link
Next Steps for ERM: Valuation and Risk Pricing, 2009Link
Parameter Reduction in Actuarial Triangle Models (to appear), 2019Link
Premium Calculation Implications of Reinsurance without Arbitrage, 1991Link
Profit/Contingency Loadings and Surplus: Ruin and Return Implications, 1979Link
Quantifying Correlated Reinsurance Exposures with Copulas, 2003Link
Refining Reserve Runoff Ranges, 2007Link
Regularized Age-Period-Cohort Modeling of Opioid Mortality Rates, 2018Link
Regularized Regression for Reserving and Mortality Models, 2019Link
Review of Report of Committee on Mortality for Disabled Lives, 1991Link
Robust paradigm applied to parameter reduction in actuarial triangle models, 2017Link
Robustifying Reserving, 2010Link
Scale Adjustments to Excess Expected Losses, 1982Link
Simulating Serious Workers' Compensation ClaimsLink
Stochastic Trend Models in Casualty and Life Insurance, 2009Link
Strategic Planning Models, 2007Link
Strategic Planning, Risk Pricing and Firm Value, 2009Link
Structured Credibility in Applications – Hierarchical, Multi-dimensional and Multivariate Models, 1985Link
Tails of Copulas, 2002Link
Testing Distributions of Stochastically Generated Yield Curves, 2004Link
Testing Stochastic Interest Rate Generators for Insurer Risk and Capital Models, 2003Link
Testing the Assumption of Age-To-Age Factors, 1998Link
The Certainty Premium, 2002Link
Transformed Beta and Gamma Distributions and Aggregate Losses, 1983Link
Triangles in Life and Casualty, 2008Link
Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation, 2008Link
Utility with Decreasing Risk Aversion, 1983Link
Value of Risk Reduction, 2018Link
Why Transfer Risk? 2000Link