<p>自己研究方向主要是准备金</p><p> </p><p>选了100篇平时积累的准备金方面的好文章，与大家分享</p><p> </p><p>3个文件，1个免费 2个收费</p><p> </p><p>File 1</p><p>1.         A BAYESIAN CREDIBILITY FORMULA FOR IBNR COUNTS</p><p>2.         A SIMPLE PARAMETRIC MODEL FOR RATING AUTOMOBILE INSURANCE OR ESTIMATING IBNR CLAIMS RESERVES</p><p>3.         A Better Way to Calculate IBNR Reserves With Low Variance</p><p>4.         A Bibliography on Loss Reserving</p><p>5.         A GAMMA IBNR CLAIMS RESERVING MODEL WITH DEPENDENT DEVELOPMENT PERIODS</p><p>6.         A Least Squares Method of Producing Bornhuetter-Ferguson Initial Loss Ratios</p><p>7.         A New Method of Estimating Loss Reserves</p><p>8.         A Nonlinear Regression Model of Incurred But Not Reported Losses</p><p>9.         A Practitioner's Guide to Generalized Linear Models</p><p>10.     A PROBABILISTIC MODEL FOR IBNR CLAIMS</p><p>11.     a report year approach</p><p>12.     A Semi-Parametic Predictor of the IBNR Reserve</p><p>13.     A STATISTICAL APPROACH TO IBNR-RESERVES IN MARINE REINSURANCE</p><p>14.     A Stochastic Model to determine IBNR-reserves </p><p>15.     A Stochastic Minimax Model to Calculate Outstanding Claims_ppd</p><p>16.     ABSTRACT OF THE DISCUSSION OF PAPERS READ AT THE PREVIOUS MEETING</p><p>17.     Adjustments for Reporting Delays and the Prediction of Occurred but Not Reported</p><p>18.     An Alternative Approach to Calculation of IBNR </p><p>19.     An Annotated Bibliography for Bootstrap Resampling</p><p>20.     An approach to the analysis of claims experience in motor liability excess of loss reinsurance</p><p>21.     An Empirical Analysis of the Magnitude and Accuracy of IBNR</p><p>22.     AN ESSAY AT MEASURING THE VARIANCE OF ESTIMATES OF OUTSTANDING</p><p> </p><p> </p><p>File 2</p><p> </p><p>23.     An Extension of Mack's Model for the Chain Ladder Method</p><p>24.     An Introduction to Bootstrap Methods using Arc</p><p>25.     An Introduction to GLM Theory</p><p>26.     An Introduction to the Bootstrap</p><p>27.     APPLICATIONS OF RESAMPLING METHODS IN ACTUARIAL PRACTICE</p><p>28.     Applying GLM Techniques in Non- Traditional Areas_ppt</p><p>29.     August 2000 Actuarial Review</p><p>30.     BAYESIAN CLAIMS RESERVING</p><p>31.     Bayesian Methods in Actuarial Science</p><p>32.     Bootstrap Methodology in Claim Reserving</p><p>33.     Bootstrap resampling</p><p>34.     Chain ladder and Interactive Modelling</p><p>35.     Chain Ladder Bias</p><p>36.     Chain Ladder Reserve Risk Estimators</p><p>37.     Claims Reserving Using Generalized Linear Models</p><p>38.     Claims Reserving Using Tweedie's Compound Poisson Model</p><p>39.     Claims Reserving When There Are Negative Values in the triangle</p><p>40.     Comparative Study of the Performance of Loss Reserving Methods Through Simulation</p><p>41.     COMPOUND POISSON DISTRIBUTIONS AND GLM'S TWEEDIE'S DISTRIBUTION </p><p>42.     Consideration of Bias in Chain Ladder Estimates</p><p>43.     Considerations Regarding Standards of Materiality in Estimates of Outstanding Liabilities</p><p>44.     Credibility theory and Generalized Linear Models</p><p>45.     Designing a New Automobile Insurance Pricing System in China</p><p>46.     Discussion of Generalized Minimum Bias Models</p><p>47.     Discussion of the Mean Square Error of Prediction in the Chain-Ladder Reserving Method</p><p>48.     Discussion of THE “MODIFIED BORNHUETTER-FERGUSON” APPROACH TO IBNR</p><p>49.     Discussion of “Nonlinear Regression Model of Incurred But Not Reported Losses” by Scott Stelljes</p><p>50.     DISTORTION IN IBNR FACTORS</p><p>51.     Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates</p><p>52.     Estimating Claim Settlement Values Using GLM</p><p> </p><p> </p><p>File 3</p><p> </p><p>53.     Estimating Predictive Distributions for Loss Reserve Models</p><p>54.     ESTIMATING THE TAILS OF LOSS SEVERITY DISTRIBUTIOINS </p><p>55.     ESTIMATING THE WORKERS’ COMPENSATION TAIL RICHARD E. SHERMAN AND GORDON F. DISS </p><p>56.     ESTIMATORS AND BOOTSTRAP CONFIDENCE INTERVALS FOR RUIN PROBABILITIES </p><p>57.     FITTING TWEEDIE'S COMPOUND POISSON MODEL TO INSURANCE CLAIMS DATA</p><p>58.     Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications</p><p>59.     GLM Basic Modeling Avoiding Common Pitfalls</p><p>60.     GLM III Advanced Modeling Strategy</p><p>61.     IBNR FACTORS</p><p>62.     IBNR Reserve Under a Loglinear Location-Scale Regression Model</p><p>63.     IBNR索赔准备金均匀最小方差的无偏估计</p><p>64.     Interpretations of Semi-Parametric Mixture Models</p><p>65.     Largest Claims Reinsurance Premiums under Possible Claims Dependence</p><p>66.     Local Mixtures and Exponential Dispersion Models</p><p>67.     Loss Development Using Credibility</p><p>68.     LOSS RESERVING METHODS</p><p>69.     Loss Reserving Using Claim-Level Data</p><p>70.     Loss Reserving with Limited Data</p><p>71.     Mack_Venter</p><p>72.     Measuring the Variability of Chain Ladder Reserve Estimates</p><p>73.     Method of Testing Loss Reserves</p><p>74.     Methods and Models of Loss Reserving Based on Run-Off Triangles_ A Unifying Survey</p><p>75.     methods for IBNR</p><p>76.     MODEL FOR IBNR CLAIMS</p><p>77.     On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method</p><p>78.     On the Distribution of Discounted Loss Reserves Using Generalized Linear Models</p><p>79.     On the Distribution of Discounted Loss</p><p>80.     Parameter Estimation for Bornhuetter_Ferguson</p><p>81.     Predictive Distributions for Reserves which Separate True IBNR</p><p>82.     Refining Reserve Runoff Ranges</p><p>83.     report on An approach to the analysis of claims experience in excess of loss reinsurance</p><p>84.     Some remarks on IBNR evaluation techniques</p><p>85.     STOCHASTIC CLAIMS INFLATION IN IBNR</p><p>86.     STOCHASTIC CLAIMS RESERVING IN GENERAL INSURANCE By P. D. England and R. J. Verrall</p><p>87.     Stochastic ReservingMack and Bootstrapping</p><p>88.     THE ACTUARY AND IBNR</p><p>89.     THE CLAIMS RESERVING PROBLEM IN NON-LIFE INSURANCE SOME STRUCTURAL IDEAS</p><p>90.     The Estimation Error in the Chain-Ladder Reserving Method_A Bayesian Approach</p><p>91.     The Modified Bornhuetter-Ferguson Approach To IBNR Allocation</p><p>92.     The Path of the Ultimate Loss Ratio estimate.</p><p>93.     The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles</p><p>94.     Using Claim Department Work Measurement Systems to Determine Claim Adjustment Expense Reserves</p><p>95.     Variance and Covariance in Reserves Due to Inflation</p><p>96.     Which Stochastic Model is Underlying the Chain Ladder Method</p><p>97.     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</p><p>98.     保险公司IBNR准备金财务规定的实证研究</p><p>99.     修正IBNR法的算法及其简化</p><p>100.  广义线性模型在汽车保险定价的应用</p><p> </p><p>我国保险公司IBNR准备金的财务核算内涵</p><p> <br/></p><p></p><p> <br/></p><p> </p><p></p><p></p>

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