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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
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Distribution and Value of Reserves Using Paid and Incurred Triangles, 2008Link
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Introduction to Selected Papers from the Variability in Reserves Prize Program, 1994Link
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Market Value of Risk Transfer: Catastrophe Reinsurance Case, 2004Link
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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
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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
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Simulating Serious Workers' Compensation ClaimsLink
Stochastic Trend Models in Casualty and Life Insurance, 2009Link
Strategic Planning Models, 2007Link
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Tails of Copulas, 2002Link
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Triangles in Life and Casualty, 2008Link
Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation, 2008Link
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