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CC = Colorado Convention Center   H = Hyatt Regency Denver at Colorado Convention Center
* = applied session       ! = JSM meeting theme

Activity Details

566 * ! Wed, 7/31/2019, 2:00 PM - 3:50 PM CC-101
Analytics in Insurance Operations: Novel Statistical Methods and Applications — Topic Contributed Papers
Casualty Actuarial Society, Committee on Applied Statisticians, Business and Economic Statistics Section
Organizer(s): Peng Shi, University of Wisconsin-Madison
Chair(s): Peng Shi, University of Wisconsin-Madison
2:05 PM Incorporating Frequency-Severity Dependence into Collective Risk Models

Zifeng Zhao, University of Notre Dame; Peng Shi, University of Wisconsin-Madison
2:25 PM Loss Reserving Models for the Unearned Premium Risk

Mathieu Pigeon, UQAM; Jean-Philippe Boucher, UQAM; Sebastien Jessup, UQAM
2:45 PM Multi-Peril Ratemaking for Property Insurance Using Longitudinal Data

Lu Yang, University of Amsterdam; Peng Shi, University of Wisconsin-Madison
3:05 PM Deductible Ratemaking and Related Issues

Gee Lee, Michigan State University
3:25 PM A New Perspective from a Dirichlet Model for Insurance Loss Reserving
Karthik Sriram, Indian Institute of Management Ahmedabad
3:45 PM Floor Discussion