Loss Models: From Data to Decisions, 4th Edition

INDEX

A

actuarial exposure

aggregate loss distribution

approximating distribution

compound negative binomial–exponential

direct calculation

distribution function

exponential severity

individual risk model

compound Poisson approximation

moment generating function

moments

probability generating function

recursive formula

compound frequency

computational issues

construction of arithmetic distributions

continuous severity

undiscretization

recursive method

simulation

aggregate loss model

advantages

Anderson–Darling test

anniversary-to-anniversary mortality study

asymptotically unbiased

maximum likelihood estimator

B

Bühlmann credibility model

Bühlmann-Straub credibility model

bandwidth

Bayesian Central Limit Theorem

Bayesian estimation

Bayes estimate

Bayesian Central Limit Theorem

credibility interval

highest posterior density (HPD) credibility set

improper prior distribution

joint distribution

loss function

marginal distribution

model distribution

posterior distribution

predictive distribution

prior distribution

beta distribution

beta function

incomplete

bias

binomial-beta distribution

binomial distribution

estimation

simulation

bootstrap

Burr distribution

C

censoring

from above

from below

left

right

central limit theorem

Central Limit Theorem

Bayesian

central moment

characteristic function

chi-square goodness-of-fit test

claim count random variable

coefficient of variation

coherent risk measure

coinsurance

collective risk model

complete expectation of life

compound distribution