An empirical Bayes approach to estimating loss ratios.: An article from: Journal of Risk and Insurance

This digital document is an article from Journal of Risk and Insurance, published by American Risk and Insurance Association, Inc. on September 1, 1992. The length of the article is 6402 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

From the supplier: The loss ratio is a metric used by the property-liability insurance industry to estimate underwriting profit for a given time period. Known as the ratio of incurred losses to earned premiums, it may be determined via the empirical Bayes approach. Two empirical Bayes model and a time series mean model of the loss ratio are examined for the auto liability, auto physical damage, medical malpractice and fire insurance sectors. Using data between 1980 to 1986, the three estimators are evaluated via the mean squared prediction error.

Citation Details
Title: An empirical Bayes approach to estimating loss ratios.
Author: Joan Lamm-Tennant
Publication:Journal of Risk and Insurance (Refereed)
Date: September 1, 1992
Publisher: American Risk and Insurance Association, Inc.
Volume: v59 Issue: n3 Page: p426(17)

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