Volume 9 Issue 2
Download the Entire IssueDownload the Note from the Editor, List of Contributors, and Letters to the Editor
- 167
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The Credibility of the Overall Rate Indication: Making the Theory Work
By Joseph A. Boor
- 187
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By Jonathan Palmer Evans
- 196
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Actuarial Values of Housing Markets
By Shaun S. Wang, Han Chen
- 213
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By Robert J. Erhardt
- 227
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Tail Factor Convergence in Sherman’s Inverse Power Curve Loss Development Factor Model
By Jonathan Palmer Evans
- 234
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PEBELS: Policy Exposure Based Excess Loss Smoothing
By Marquis Jacob Moehring
- 256
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A Linear Approximation to Copula Regression
By Paul Gregory Ferrara, Rahul A Parsa, Bryce A Weaver