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Jordan Lastnik
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Decks in this class (20)
Goldfarb
Insurance company valuation metho...,
Present value of dividends with g...,
Formula for growth rate beyond fo...
36
cards
Brehm #1
Erm definition 1,
Risks included in erm analysis 2 2,
Main categories of risk facing in...
23
cards
Mack (2000) - BF and GB methods
Advantage of the cl method over t...,
Benktander method aka iterated bf 2,
Weights that will convert benktan...
4
cards
Hurlimann
Key differences b w hurlimann and...,
Formula for incremental and overa...,
Expected value of the burning cos...
12
cards
Brosius
Advantage of least squares method 1,
Disadvantages of least squares me...,
Best use for least squares method...
15
cards
Clark
Key elements of a statistical los...,
Loglogistic growth curve 2,
Weibull growth curve 3
21
cards
Mack (1994) - CL assumptions
Implicit cl assumptions 3 1,
Variance of next loss 2,
Mse of ultimate claims 3
18
cards
Venter
Incremental age to age factor 1,
Tests of loss emergence 2 2,
Test for significance of factors ...
27
cards
Verrall
Important properties of bayesian ...,
Main ways expert knowledge can be...,
Bf estimated reserve formula 3
21
cards
Shapland
Technique to address model risk 1,
Error distributions 4 2,
Variance of incremental claims 3
41
cards
Siewert
Advantages of high deductible pla...,
Per aggregate xs losses under the...,
Advantages of the lr approach to ...
17
cards
Sahasrabuddhe
Model assumptions along with comp...,
Convert losses in a triangle to a...,
Limited expected loss for an expo...
10
cards
Teng & Perkins
Reasons for popularity of retrosp...,
Premium asset 2,
Formula for premium at the nth ra...
28
cards
Meyers
Reasons models may not accurately...,
Tests for uniformity and descript...,
K s test 3
25
cards
Taylor and McGuire
Mean and variance of exponential ...,
Variance function for the tweedie...,
Relationship between p for the tw...
33
cards
Marshall TIA
3 sources of risk modeled in asse...,
What are the subrisks of independ...,
What are the subrisks of internal...
8
cards
ERA 2 TIA
What are the major differences in...,
What is the major difference betw...,
What is the argument that the 3rd...
96
cards
Friedland
Definition of reserves 1,
Why is appropriate estimate of un...,
Definition of reinsurance 3
51
cards
ERA 3 TIA
When implementing an internal ris...,
When implementing an internal ris...,
Implementing irm scope considerat...
39
cards
ERA 4-5 TIA
Definition of operational risk 1,
5 risks explicitly included in th...,
7 types of operational risk 3
45
cards
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Exam 7
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