Papers

A linear model with log-linear variance for insurance claims
Paper by M.J.P. Nijmeijer and E.A. Cator 
January 29, 2018

Statement validation CMF
Paper by E.A. Cator and E.W. van Zwet
February 21, 2017

Statement validation IFM
Paper by E.A. Cator and E.W. van Zwet
February 8, 2017

Modeling correlation
Paper by E.A. Cator and E.W. van Zwet
October 2, 2014

Stochastic loss reserving for capital management of General Insurance: a Gaussian approach
Paper by E.A. Cator and V. Lous
[Paper presented at the 17th EAAC, Singapore, October 2013]

Modeling correlation + addendum
Paper by E.A. Cator and E.W. van Zwet
October 21, 2012

Modeling multiple runoff tables
Paper by E.A. Cator and V. Lous
[Paper presented at the ASTIN 2013, The Hague, May 2013]

Risk adjustment for loss reserving by a Cost of Capital technique
Paper by B. Posthuma, E.A. Cator, V. Lous and E. van Zwet
[Paper presented at the GIRO 2011, Liverpool, October 2011]

New applications for actuarial techniques: The Claims Management Filter
by B. Posthuma
[Translated from article as published in De Actuaris, September 2009]

Combined analysis of paid and incurred losses
Paper by B. Posthuma, E.A. Cator, W. Veerkamp and E. van Zwet
[Paper presented at the CAS CLRS, Washington, September 2008]

A note on Return on Equity (RoE)
Article by Bouke Posthuma
[October 2005]

On the art of squaring triangles
Article by Peter ter Berg
[July 2005]

IFM as a MIS tool:
Monitor your loss provision!
Article published in De Actuaris
[September 10, 2003]

Nonlinear normal correlated loss array
Article by Peter ter Berg
[July 2001]

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