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Stochastic Loss Reserving with the Collective Risk Model

Stochastic Loss Reserving with the Collective Risk Model. Glenn Meyers ISO Innovative Analytics Casualty Loss Reserving Seminar September 18, 2008. Outline of Presentation. General Approach to Stochastic Modeling Allows for better estimate of the mean Quantify uncertainty in estimate

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Stochastic Loss Reserving with the Collective Risk Model