Loss Models

  • Loss Models: From Data to Decisions
    Loss Models: From Data to Decisions
    By Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot

    Cunningham, R., Herzog, T., and London, R. (2011), Models for Quantifying Risk, 4th ed., Winsted, CT: ACTEX. deAlba, E. (2002), “Bayesian Estimation of Outstanding Claim Reserves," North American Actuarial Journal, 6, 1–20.

  • Loss Models: Further Topics
    Loss Models: Further Topics
    By Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot

    ... Weibull Models MYERS, MONTGOMERY, and ANDERSON-COOK · Response Surface Methodology: Process and Product Optimization Using Designed Experiments, Third Edition MYERS, MONTGOMERY, VINING, and ROBINSON · Generalized Linear Models.

  • Loss Models: From Data to Decisions
    Loss Models: From Data to Decisions
    By Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot

    Determine the percentage increase in the expected cost per admission if the maximum number of days paid is increased from 7 to 14. 9.26 (*) The probability density function of aggregate claims, S, is given by fS(:r) I 3a?_4, a: Z 1.

  • Loss Models: Further Topics
    Loss Models: Further Topics
    By Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot

    ... and HARRIS · Fundamentals of Queueing Theory, Fourth Edition GROSS, SHORTLE, THOMPSON, and HARRIS · Solutions Manual to Accompany Fundamentals of Queueing Theory, Fourth Edition * HAHN and SHAPIRO · Statistical Models in Engineering ...

  • Loss Models: From Data to Decisions
    Loss Models: From Data to Decisions
    By Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot

    ... Applied Categorical Data Analysis , Second Edition • LE Applied Survival Analysis LEE Structural Equation Modeling : A Bayesian Approach LEE and WANG · Statistical Methods for Survival Data Analysis , Third Edition LEPAGE and BILLARD ...