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manuhack
May 3, 2006, 3:55:15 PM5/3/06
to Society of Financial Engineering and Actuarial Science (SFEAS)
TOWARD A UNIFIED APPROACH TO FITTING LOSS MODELS
Stuart Klugman, Jacques Rioux. North American Actuarial Journal.
Schaumburg: Jan 2006. Vol. 10, Iss. 1; p. 63 (21 pages)
Stuart Klugman, Jacques Rioux. North American Actuarial Journal.
Schaumburg: Jan 2006. Vol. 10, Iss. 1; p. 63 (21 pages)
This is a nice paper by Klugman. Not hard to understand if you have
Exam C or course 4.
manuhack
May 25, 2006, 2:17:15 PM5/25/06
to Society of Financial Engineering and Actuarial Science (SFEAS)
Some papers by Edward Frees:
Life Product Valuation:
http://library.soa.org/library/tsa/1990-95/TSA90V427.pdf
Copula:
http://archimede.mat.ulaval.ca/pages/genest/publi/NAAJ_1998.pdf
Credibility with Copula:
http://research.bus.wisc.edu/jfrees/Papers/FreesWangIMESubmission.pdf
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