Failure to fit a heteroscedastic model due to an unbounded likelihoods
Paper by M.J.P. Nijmeijer
[To be published in the Journal of Data Science]
A linear model with log-linear variance for Insurance Claims
Paper by M.J.P. Nijmeijer and E.A. Cator
[January 2018]
IFM as a flexible and validated tool for Stochastic Loss Reserving
Paper by E.A. Cator and E.W. van Zwet
[February 2017]
CMF as a flexible and validated tool for Monitoring and Controlling Costs
Paper by E.A. Cator and E.W. van Zwet
[February 2017]
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 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]