搜索结果
大小 上传时间
  • 223032.rar
       【合集】100篇准备金文章

    本附件包括:
    • 用双广义线性模型预测非寿险未决赔款准备金.pdf
    • ESTIMATING THE WORKERS’ COMPENSATION TAIL RICHARD E. SHERMAN AND GORDON F. DISS .pdf
    • ESTIMATORS AND BOOTSTRAP CONFIDENCE INTERVALS FOR RUIN PROBABILITIES .pdf
    • FITTING TWEEDIE'S COMPOUND POISSON MODEL TO INSURANCE CLAIMS DATA.pdf
    • Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications.pdf
    • GLM Basic Modeling Avoiding Common Pitfalls.pdf
    • GLM III Advanced Modeling Strategy.pdf
    • IBNR FACTORS.pdf
    • IBNR Reserve Under a Loglinear Location-Scale Regression Model.pdf
    • IBNR索赔准备金均匀最小方差的无偏估计.pdf
    • Interpretations of Semi-Parametric Mixture Models.pdf
    • Largest Claims Reinsurance Premiums under Possible Claims Dependence.pdf
    • Local Mixtures and Exponential Dispersion Models.pdf
    • Loss Development Using Credibility.pdf
    • LOSS RESERVING METHODS.pdf
    • Loss Reserving Using Claim-Level Data.pdf
    • Loss Reserving with Limited Data.pdf
    • Mack_Venter.pdf
    • Measuring the Variability of Chain Ladder Reserve Estimates.pdf
    • Method of Testing Loss Reserves.pdf
    • Methods and Models of Loss Reserving Based on Run-Off Triangles_ A Unifying Survey.pdf
    • methods for IBNR.pdf
    • MODEL FOR IBNR CLAIMS.pdf
    • On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method.pdf
    • On the Distribution of Discounted Loss Reserves Using Generalized Linear Models.pdf
    • On the Distribution of Discounted Loss.pdf
    • Parameter Estimation for Bornhuetter_Ferguson.pdf
    • Predictive Distributions for Reserves which Separate True IBNR.pdf
    • Refining Reserve Runoff Ranges.pdf
    • report on An approach to the analysis of claims experience in excess of loss reinsurance.pdf
    • Some remarks on IBNR evaluation techniques.pdf
    • STOCHASTIC CLAIMS INFLATION IN IBNR.pdf
    • STOCHASTIC CLAIMS RESERVING IN GENERAL INSURANCE By P. D. England and R. J. Verrall.pdf
    • Stochastic ReservingMack and Bootstrapping.pdf
    • THE ACTUARY AND IBNR.pdf
    • THE CLAIMS RESERVING PROBLEM IN NON-LIFE INSURANCE SOME STRUCTURAL IDEAS.pdf
    • The Estimation Error in the Chain-Ladder Reserving Method_A Bayesian Approach.pdf
    • The Modified Bornhuetter-Ferguson Approach To IBNR Allocation.pdf
    • The Path of the Ultimate Loss Ratio estimate..pdf
    • The Path of the Ultimate Loss Ratio Estimate.pdf
    • The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles.pdf
    • Using Claim Department Work Measurement Systems to Determine Claim Adjustment Expense Reserves.pdf
    • Variance and Covariance in Reserves Due to Inflation.pdf
    • Which Stochastic Model is Underlying the Chain Ladder Method.pdf
    • 保险公司IBNR准备金财务规定的实证研究.pdf
    • 产险业已发生已报案未决赔款准备金评估差异性实证分析.pdf
    • 非寿险责任准备金评估.pdf
    • 广义线性模型在非寿险精算中的应用及其研究进展.pdf
    • 广义线性模型在汽车保险定价的应用.pdf
    • 我国保险公司IBNR准备金的财务核算内涵.pdf
    • 修正IBNR法的算法及其简化.pdf
    • ESTIMATING THE TAILS OF LOSS SEVERITY DISTRIBUTIOINS .pdf
  • 27.06 MB
  • 2008-6-27
  • 169761.rar
       [原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)

    本附件包括:
    • 19.A consistent characteristic function-based test for conditional independence.pdf
    • 20.A goodness-of-fit test for ARCH(∞) models.pdf
    • 21.Modelling security market events in continuous time- Intensity based, multivariate point process models.pdf
    • 22.Asymptotics for duration-driven long range dependent processes.pdf
    • 23.An adaptive empirical likelihood test for parametric time series regression models.pdf
    • 24.A goodness-of-fit test for ARCH models.pdf
    • 25.Discrete time duration models with group-level heterogeneity.pdf
    • 26.Income distribution and inequality measurement- The problem of extreme values.pdf
    • 27.A zero-inflated ordered probit model, with an application to modelling tobacco consumption.pdf
    • 28.Estimating a generalized correlation coefficient for a generalized bivariate probit model.pdf
    • 29.Nonstationary discrete choice- A corrigendum and addendum.pdf
    • 30.Endogeneity in quantile regression models- A control function approach.pdf
    • 31.Time and causality- A Monte Carlo assessment of the timing-of-events approach.pdf
    • 32.Confidence sets for the date of a single break in linear time series regressions.pdf
    • 33.Finite sample multivariate structural change tests with application to energy demand models.pdf
    • 34.Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan.pdf
    • 35.Inverse probability weighted estimation for general missing data problems.pdf
    • 36.A simple, robust and powerful test of the trend hypothesis.pdf
    • 38.Nonstationarity-extended local Whittle estimation.pdf
    • 37.A theory of robust long-run variance estimation.pdf
    • 39.Efficient high-dimensional importance sampling.pdf
    • 40.Corrigendum to The pseudo-true score encompassing test for non-nested hypotheses.pdf
    • 41.The large sample behaviour of the generalized method of moments estimator in misspecified models.pdf
    • 42.Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
    • 43.Error in contents listing of Special issue.pdf
    • 1.Editorial Board.pdf
    • 2.Realized range-based estimation of integrated variance.pdf
    • 3.Instrumental variable estimation based on conditional median restriction.pdf
    • 4.Generalized R-estimators under conditional heteroscedasticity.pdf
    • 5.Incidental trends and the power of panel unit root tests.pdf
    • 6.Non-parametric estimation of sequential english auctions.pdf
    • 7.On the uniqueness of optimal prices set by monopolistic sellers.pdf
    • 8.On the second-order properties of empirical likelihood with moment restrictions.pdf
    • 9.Contemporaneous threshold autoregressive models- Estimation, testing and forecasting.pdf
    • 10.Efficient tests of the seasonal unit root hypothesis.pdf
    • 11.Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach.pdf
    • 12.Asymptotic properties of a robust variance matrix estimator for panel data when T is large.pdf
    • 13.Online forecast combinations of distributions- Worst case bounds.pdf
    • 14.Nonparametric tests for conditional symmetry in dynamic models.pdf
    • 15.Masking identification of discrete choice models under simulation methods.pdf
    • 16.A smoothed least squares estimator for threshold regression models.pdf
    • 17.Can the random walk model be beaten in out-of-sample density forecasts- Evidence from intraday foreign exchange rates.pdf
    • 18.Endogenous selection or treatment model estimation.pdf
  • 13.96 MB
  • 2007-11-3
  • 115158.rar
       [下载]handbook of econometrics第五卷,elsevier出版社电子版!

    本附件包括:
    • Chapter 59 Measurement error in survey data.pdf
    • Preface to the handbook.pdf
    • Chapter 56 Computationally intensive methods for integration in econometrics.pdf
    • Chapter 57 Markov chain Monte Carlo methods- computation and inference.pdf
    • Chapter 58 Calibration.pdf
    • Contents of the handbook.pdf
    • Contents of volume 5.pdf
    • Index.pdf
    • Introduction to the series.pdf
  • 19.13 MB
  • 2007-5-9
  • 9582.rar
       [分享][分享]计量经济学手册 第五卷 第一部分

    本附件包括:
    • Measurement Error in Survey Data.pdf
    • Panel Data Models_Some Recent Developments.pdf
    • vol5.bmp
    • Vol 5 preface.txt
    • Duration Models Specification,Identification, and Multiple Durations.pdf
  • 1.6 MB
  • 2005-3-4
  • 9581.rar
       [分享]计量经济学手册 第五卷 第一部分

    本附件包括:
    • Measurement Error in Survey Data.pdf
    • Panel Data Models_Some Recent Developments.pdf
    • vol5.bmp
    • Vol 5 preface.txt
    • Duration Models Specification,Identification, and Multiple Durations.pdf
  • 1.6 MB
  • 2005-3-4
有资料需求
请微信我