Bibliography

Aalen, Odd. 1978. “Nonparametric Inference for a Family of Counting Processes.” The Annals of Statistics 6 (4): 701–26.
Abadir, Karim, and Jan Magnus. 2002. “Notation in Econometrics: A Proposal for a Standard.” The Econometrics Journal 5 (1): 76–90.
Abbott, Dean. 2014. Applied Predictive Analytics: Principles and Techniques for the Professional Data Analyst. Hoboken, NJ: Wiley.
Abdullah, Mohammad F., and Kamsuriah Ahmad. 2013. “The Mapping Process of Unstructured Data to Structured Data.” In 2013 International Conference on Research and Innovation in Information Systems (ICRIIS), 151–55.
Actuarial Standards Board. 2018. “Actuarial Standards of Practice.” In. American Academy of Actuaries. http://www.actuarialstandardsboard.org/standards-of-practice/.
Aggarwal, Charu C. 2015. Data Mining: The Textbook. New York, NY: Springer.
Agresti, Alan. 1996. An Introduction to Categorical Data Analysis. Wiley New York.
Albrecher, Hansjörg, Jan Beirlant, and Jozef L Teugels. 2017. Reinsurance: Actuarial and Statistical Aspects. John Wiley & Sons.
Antonio, K., and R. Plat. 2014. “Micro–Level Stochastic Loss Reserving for General Insurance.” Scandinavian Actuarial Journal 7: 649–69.
Bahnemann, David. 2015. Distributions for Actuaries. CAS Monograph Series. 2. https://www.casact.org/pubs/monographs/papers/02-Bahnemann.pdf.
Bailey, Robert A., and J. Simon LeRoy. 1960. “Two Studies in Automobile Ratemaking.” Proceedings of the Casualty Actuarial Society Casualty Actuarial Society XLVII (I).
Bauer, Daniel, Richard D. Phillips, and George H. Zanjani. 2013. “Financial Pricing of Insurance.” In Handbook of Insurance, 627–45. Springer.
Bégin, Jean-François. 2019. “Economic Scenario Generator and Parameter Uncertainty: A Bayesian Approach.” ASTIN Bulletin 49 (2): 335–72.
———. 2021. “On Complex Economic Scenario Generators: Is Less More?” ASTIN Bulletin 51 (3): 779–812.
———. 2023. “Ensemble Economic Scenario Generators: Unity Makes Strength.” North American Actuarial Journal 27 (3): 444–71.
Bermúdez, Lluı́s, and Dimitris Karlis. 2011. “Bayesian Multivariate Poisson Models for Insurance Ratemaking.” Insurance: Mathematics and Economics 48 (2): 226–36.
Bernardo, José M, and Adrian FM Smith. 2009. Bayesian Theory. John Wiley & Sons: New York, NY, United States of America.
Bignozzi, Valeria, and Andreas Tsanakas. 2016. “Parameter Uncertainty and Residual Estimation Risk.” Journal of Risk and Insurance 83 (4): 949–78.
Billingsley, Patrick. 2008. Probability and Measure. John Wiley & Sons.
Bishop, Christopher M. 2007. Pattern Recognition and Machine Learning. New York, NY: Springer.
Blomqvist, Nils. 1950. “On a Measure of Dependence Between Two Random Variables.” The Annals of Mathematical Statistic, 593–600.
Boehm, C, J Engelfriet, M Helbig, A IM Kool, P Leepin, E Neuburger, and AD Wilkie. 1975. “Thoughts on the Harmonization of Some Proposals for a New International Actuarial Notation.” Blätter Der DGVFM 12 (2): 99–129.
Bowers, Newton L., Hans U. Gerber, James C. Hickman, Donald A. Jones, and Cecil J. Nesbitt. 1986. Actuarial Mathematics. Society of Actuaries Itasca, Ill.
Box, George E. P. 1980. “Sampling and Bayes’ Inference in Scientific Modelling and Robustness.” Journal of the Royal Statistical Society. Series A (General), 383–430.
Breiman, Leo. 2001. “Statistical Modeling: The Two Cultures.” Statistical Science 16 (3): 199–231.
Breiman, Leo, Jerome Friedman, Charles J. Stone, and R. A. Olshen. 1984. Classification and Regression Trees. Raton Boca, FL: Chapman; Hall/CRC.
Bühlmann, Hans. 1967. “The Complement of Credibility,” 199–207.
———. 1985. “Premium Calculation from Top Down.” ASTIN Bulletin: The Journal of the IAA 15 (2): 89–101.
Bühlmann, Hans, Massimo De Felice, Alois Gisler, Franco Moriconi, and Mario V Wüthrich. 2009. “Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result.” ASTIN Bulletin: The Journal of the IAA 39 (1): 275–306.
Bühlmann, Hans, and Alois Gisler. 2005. A Course in Credibility Theory and Its Applications. ACTEX Publications.
Buttrey, Samuel E., and Lyn R. Whitaker. 2017. A Data Scientist’s Guide to Acquiring, Cleaning, and Managing Data in R. Hoboken, NJ: Wiley.
Cairns, Andrew JG. 2000. “A Discussion of Parameter and Model Uncertainty in Insurance.” Insurance: Mathematics and Economics 27 (3): 313–30.
Cairns, Andrew JG, David Blake, and Kevin Dowd. 2006. “A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration.” Journal of Risk and Insurance 73 (4): 687–718.
Charpentier, Arthur. 2014. Computational Actuarial Science with r. CRC press.
Chen, Min, Shiwen Mao, Yin Zhang, and Victor CM Leung. 2014. Big Data: Related Technologies, Challenges and Future Prospects. New York, NY: Springer.
Cheung, Eric CK, Weihong Ni, Rosy Oh, and Jae-Kyung Woo. 2021. “Bayesian Credibility Under a Bivariate Prior on the Frequency and the Severity of Claims.” Insurance: Mathematics and Economics 100: 274–95.
Clark, David R. 1996. Basics of Reinsurance Pricing. CAS Study Note. https://www.soa.org/files/edu/edu-2014-exam-at-study-note-basics-rein.pdf.
Cowles, Mary Kathryn. 2013. Applied Bayesian Statistics: With R and OpenBUGS Examples. Springer Science & Business Media: New York, NY, United States of America.
Cummins, J. David, and Richard A. Derrig. 2012. Managing the Insolvency Risk of Insurance Companies: Proceedings of the Second International Conference on Insurance Solvency. Vol. 12. Springer Science & Business Media.
Dabrowska, Dorota M. 1988. “Kaplan-Meier Estimate on the Plane.” The Annals of Statistics, 1475–89.
Daroczi, Gergely. 2015. Mastering Data Analysis with R. Birmingham, UK: Packt Publishing.
De Jong, Piet, and Gillian Z. Heller. 2008. Generalized Linear Models for Insurance Data. Cambridge University Press, Cambridge.
Denuit, Michel, Jan Dhaene, Marc Goovaerts, and Rob Kaas. 2006. Actuarial Theory for Dependent Risks: Measures, Orders and Models. John Wiley & Sons.
Denuit, Michel, Xavier Maréchal, Sandra Pitrebois, and Jean-François Walhin. 2007. Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems. John Wiley & Sons, Chichester.
Derrig, Richard A, Krzysztof M Ostaszewski, and Grzegorz A Rempala. 2001. “Applications of Resampling Methods in Actuarial Practice.” In Proceedings of the Casualty Actuarial Society, 87:322–64. Casualty Actuarial Society.
Dickson, David C. M., Mary Hardy, and Howard R. Waters. 2013. Actuarial Mathematics for Life Contingent Risks. Cambridge University Press.
Dionne, Georges, and Charles Vanasse. 1989. “A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component.” ASTIN Bulletin 19(2): 199–212.
Dobson, Annette J, and Adrian Barnett. 2008. An Introduction to Generalized Linear Models. CRC press.
Earnix. 2013. “2013 Insurance Predictive Modeling Survey.” In. Earnix; Insurance Services Office, Inc. https://www.verisk.com/archived/2013/majority-of-north-american-insurance-companies-use-predictive-analytics-to-enhance-business-performance-new-earnix-iso-survey-shows/.
Efron, Bradley. 1979. “Bootstrap Methods: Another Look at the Bootstrap.” The Annals of Statistics 7: 1–26.
———. 1982. The Jackknife, the Bootstrap and Other Resampling Plans. SIAM.
———. 1992. “Bootstrap Methods: Another Look at the Jackknife.” In Breakthroughs in Statistics: Methodology and Distribution, edited by Samuel Kotz and Norman L Johnson, 569–93. Springer New York. https://doi.org/10.1007/978-1-4612-4380-9_41.
England, P., and R. Verrall. 2002. “Stochastic Claims Reserving in General Insurance.” British Actuarial Journal 8/3: 443–518.
Faraway, Julian J. 2016. Extending the Linear Model with r: Generalized Linear, Mixed Effects and Nonparametric Regression Models. Vol. 124. CRC press.
Fechner, G. T. 1897. “Kollektivmasslehre.” Wilhelm Englemann, Leipzig.
Fellingham, Gilbert W, Athanasios Kottas, and Brian M Hartman. 2015. “Bayesian Nonparametric Predictive Modeling of Group Health Claims.” Insurance: Mathematics and Economics 60: 1–10.
Finger, Robert J. 2006. “Risk Classification.” In Foundations of Casualty Actuarial Science, 231–76.
Forte, Rui Miguel. 2015. Mastering Predictive Analytics with r. Birmingham, UK: Packt Publishing.
Frank, Maurice J. 1979. “On the Simultaneous Associativity of f(x, y) and x+y-f(x, y).” Aequationes Mathematicae 19 (1): 194–226.
Frees, Edward W. 2009. Regression Modeling with Actuarial and Financial Applications. Cambridge University Press. https://doi.org/10.1017/CBO9780511814372.
———. 2014. “Frequency and Severity Models.” In Predictive Modeling Applications in Actuarial Science, edited by Edward W Frees, Glenn Meyers, and Richard Derrig, 1:138–64. Cambridge University Press Cambridge. https://doi.org/10.1017/CBO9781139342674.
———. 2015. “Analytics of Insurance Markets.” Annual Review of Financial Economics 7: 253–77.
Frees, Edward W, Catalina Bolancé, Montserrat Guillen, and Emiliano A Valdez. 2021. “Dependence Modeling of Multivariate Longitudinal Hybrid Insurance Data with Dropout.” Expert Systems with Applications 185: 115552.
Frees, Edward W, and Adam Butt. 2022. “ANU Insurable Risks.” https://doi.org/10.25911/0SE7-N746.
Frees, Edward W, and Lisa Gao. 2019. “Predictive Analytics and Medical Malpractice.” North American Actuarial Journal, 1–17. https://doi.org/10.1080/10920277.2019.1634597.
Frees, Edward W, and Fei Huang. 2021. “The Discriminating (Pricing) Actuary.” North American Actuarial Journal, 1–23. https://www.tandfonline.com/doi/pdf/10.1080/10920277.2021.1951296.
———. 2023. “The Discriminating (Pricing) Actuary.” North American Actuarial Journal 27:1: 138–64. https://www.tandfonline.com/doi/pdf/10.1080/10920277.2021.1951296.
Frees, Edward W, Gee Lee, and Lu Yang. 2016a. “Multivariate Frequency-Severity Regression Models in Insurance.” Risks 4 (1): 4. https://doi.org/10.3390/risks4010004.
———. 2016b. “Multivariate Frequency-Severity Regression Models Under Insurance.” Risks 4(1): 4.
Frees, Edward W, and Emiliano A Valdez. 1998. “Understanding Relationships Using Copulas.” North American Actuarial Journal 2 (01): 1–25.
Frees, Edward W, and Emiliano A. Valdez. 2008. “Hierarchical Insurance Claims Modeling.” Journal of the American Statistical Association 103 (484): 1457–69.
Friedland, Jacqueline. 2013. Fundamentals of General Insurance Actuarial Analysis. Society of Actuaries.
Gan, Guojun. 2011. Data Clustering in c++: An Object-Oriented Approach. Data Mining and Knowledge Discovery Series. Boca Raton, FL, USA: Chapman & Hall/CRC Press. https://doi.org/10.1201/b10814.
Gan, Guojun, Chaoqun Ma, and Jianhong Wu. 2007. Data Clustering: Theory, Algorithms, and Applications. Philadelphia, PA: SIAM Press. https://doi.org/10.1137/1.9780898718348.
Garrido, Jose, Christian Genest, and Juliana Schulz. 2016. “Generalized Linear Models for Dependent Frequency and Severity of Insurance Claims.” Insurance: Mathematics and Economics 70: 205–15.
Gelfand, Alan E, and Adrian FM Smith. 1990. “Sampling-Based Approaches to Calculating Marginal Densities.” Journal of the American Statistical Association 85 (410): 398–409.
Gelman, Andrew, and Donald B Rubin. 1992. “Inference from Iterative Simulation Using Multiple Sequences.” Statistical Science, 457–72.
Genest, Christian, and Josh Mackay. 1986. “The Joy of Copulas: Bivariate Distributions with Uniform Marginals.” The American Statistician 40: 280–83.
Genest, Christian, and Johanna Nešlohva. 2007. “A Primer on Copulas for Count Data.” Journal of the Royal Statistical Society, 475–515.
Gerber, Hans U. 1979. An Introduction to Mathematical Risk Theory, Vol. 8 of SS Heubner Foundation Monograph Series. University of Pennsylvania Wharton School SS Huebner Foundation for Insurance Education.
Gesmann, Markus, Daniel Murphy, Yanwei Zhang, Alessandro Carrato, Mario Wuthrich, Fabio Concina, and Eric Dal Moro. 2019. ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance. https://CRAN.R-project.org/package=ChainLadder.
Gisler, Alois. 2006. “The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach.” ASTIN Bulletin: The Journal of the IAA 36 (2): 554–65.
Gisler, Alois, and Mario V Wüthrich. 2008. “Credibility for the Chain Ladder Reserving Method.” ASTIN Bulletin: The Journal of the IAA 38 (2): 565–600.
Goldberger, Arthur S. 1972. “Structural Equation Methods in the Social Sciences.” Econometrica: Journal of the Econometric Society, 979–1001.
Good, I. J. 1983. “The Philosophy of Exploratory Data Analysis.” Philosophy of Science 50 (2): 283–95.
Gorman, Mark, and Stephen Swenson. 2013. “Building Believers: How to Expand the Use of Predictive Analytics in Claims.” In. SAS. https://www.the-digital-insurer.com/wp-content/uploads/2014/10/265-wp-59831.pdf.
Greenwood, Major. 1926. “The Errors of Sampling of the Survivorship Tables.” In Reports on Public Health and Statistical Subjects. Vol. 33. London: Her Majesty’s Stationary Office.
Halperin, Max, Herman O Hartley, and Paul G Hoel. 1965. “Recommended Standards for Statistical Symbols and Notation: Copss Committee on Symbols and Notation.” The American Statistician 19 (3): 12–14.
Hardy, Mary R. 2006. An Introduction to Risk Measures for Actuarial Applications. SOA Syllabus Study Note. Society of Actuaries. https://www.soa.org/globalassets/assets/files/edu/c-25-07.pdf.
Hartman, Brian M, and Chris Groendyke. 2013. “Model Selection and Averaging in Financial Risk Management.” North American Actuarial Journal 17 (3): 216–28.
Hartman, Brian M, and Matthew J Heaton. 2011. “Accounting for Regime and Parameter Uncertainty in Regime-Switching Models.” Insurance: Mathematics and Economics 49 (3): 429–37.
Hashem, Ibrahim Abaker Targio, Ibrar Yaqoob, Nor Badrul Anuar, Salimah Mokhtar, Abdullah Gani, and Samee Ullah Khan. 2015. “The Rise of ‘Big Data’ on Cloud Computing: Review and Open Research Issues.” Information Systems 47: 98–115.
Hastie, Trevor, Robert Tibshirani, and Jerome H Friedman. 2009. The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Vol. 2. Springer.
Hastings, WK. 1970. “Monte Carlo Sampling Methods Using Markov Chains and Their Applications.” Biometrika 57 (1): 97–109.
Haueter, Niels Viggo. 2017. “A History of UK Insurance.” Swiss Re Corporate History: Zurich, Switzerland.
Heckman, Philip E, and Glenn G Meyers. 1983. “The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count Distributions.” In Proceedings of the Casualty Actuarial Society, 70:49–66. 133-134.
Hettmansperger, T. P. 1984. Statistical Inference Based on Ranks. Wiley.
Hoerl, Arthur E, and Robert W. Kennard. 1970. “Ridge Regression: Biased Estimation for Nonorthogonal Problems.” Technometrics 12 (1): 55–67.
Hofert, Marius, Ivan Kojadinovic, Martin Mächler, and Jun Yan. 2018. Elements of Copula Modeling with r. Springer.
Hogg, Robert V, Elliot A Tanis, and Dale L Zimmerman. 2015. Probability and Statistical Inference, 9th Edition. Pearson, New York.
Hougaard, P. 2000. Analysis of Multivariate Survival Data. Springer New York.
Hox, Joop J., and Hennie R. Boeije. 2005. “Data Collection, Primary Versus Secondary.” In Encyclopedia of Social Measurement, 593–99. Elsevier.
Huang, Yifan, and Shengwang Meng. 2020. “A Bayesian Nonparametric Model and Its Application in Insurance Loss Prediction.” Insurance: Mathematics and Economics 93: 84–94.
Inmon, W. H., and Dan Linstedt. 2014. Data Architecture: A Primer for the Data Scientist: Big Data, Data Warehouse and Data Vault. Cambridge, MA: Morgan Kaufmann.
James, Gareth, Daniela Witten, Trevor Hastie, and Robert Tibshirani. 2013. An Introduction to Statistical Learning. Vol. 112. Springer.
Janert, Philipp K. 2010. Data Analysis with Open Source Tools. Sebastopol, CA: O’Reilly Media.
Joe, Harry. 2014. Dependence Modeling with Copulas. CRC Press.
Kaas, Rob, Marc Goovaerts, Jan Dhaene, and Michel Denuit. 2008. Modern Actuarial Risk Theory: Using r. Vol. 128. Springer Science & Business Media.
Kaplan, Edward L., and Paul Meier. 1958. “Nonparametric Estimation from Incomplete Observations.” Journal of the American Statistical Association 53 (282): 457–81.
Kendall, M. G. 1945. “The Treatment of Ties in Ranking Problems.” Biometrika 33(3): 239–51.
Kendall, Maurice G. 1938. “A New Measure of Rank Correlation.” Biometrika, 81–93.
Klugman, Stuart A., Harry H. Panjer, and Gordon E. Willmot. 2012. Loss Models: From Data to Decisions. John Wiley & Sons.
Krämer, Nicole, Eike C Brechmann, Daniel Silvestrini, and Claudia Czado. 2013. “Total Loss Estimation Using Copula-Based Regression Models.” Insurance: Mathematics and Economics 53 (3): 829–39.
Kreer, Markus, Ayşe Kızılersü, Anthony W Thomas, and Alfredo D Egı́dio dos Reis. 2015. “Goodness-of-Fit Tests and Applications for Left-Truncated Weibull Distributions to Non-Life Insurance.” European Actuarial Journal 5 (1): 139–63.
Kremer, Erhard. 1982. “IBNR-Claims and the Two-Way Model of ANOVA.” Scandinavian Actuarial Journal 1982: 47–55.
———. 1984. “A Class of Autoregressive Models for Predicting the Final Claims Amount.” Insurance: Mathematics and Economics 3 (2): 111–19.
Lee Rodgers, J, and W. A Nicewander. 1998. “Thirteen Ways to Look at the Correlation Coeffeicient.” The American Statistician 42 (01): 59–66.
Lemaire, Jean. 1998. “Bonus-Malus Systems: The European and Asian Approach to Merit Rating.” North American Actuarial Journal 2(1): 26–38.
Lemaire, Jean, and Hongmin Zi. 1994. “A Comparative Analysis of 30 Bonus-Malus Systems.” ASTIN Bulletin 24(2): 287–309.
Levin, Bruce, James Reeds, et al. 1977. “Compound Multinomial Likelihood Functions Are Unimodal: Proof of a Conjecture of IJ Good.” The Annals of Statistics 5 (1): 79–87.
Mack, Thomas. 1991. “A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves.” ASTIN Bulletin: The Journal of the IAA 21 (1): 93–109.
———. 1993. “Distribution-Free Calculation of the Standard Error of Chain Ladder Reserve Estimates.” ASTIN Bulletin: The Journal of the IAA 23 (2): 213–25.
Mack, Thomas, and Gary Venter. 2000. “A Comparison of Stochastic Models That Reproduce Chain Ladder Reserve Estimates.” Insurance: Mathematics and Economics 26 (1): 101–7.
McCullagh, Peter, and John A. Nelder. 1989. Generalized Linear Models, Second Edition. Chapman and Hall/CRC Monographs on Statistics and Applied Probability Series. Chapman & Hall, London.
McDonald, James B. 1984. “Some Generalized Functions for the Size Distribution of Income.” Econometrica: Journal of the Econometric Society, 647–63.
McDonald, James B, and Yexiao J Xu. 1995. “A Generalization of the Beta Distribution with Applications.” Journal of Econometrics 66 (1-2): 133–52.
Metropolis, Nicholas, Arianna W Rosenbluth, Marshall N Rosenbluth, Augusta H Teller, and Edward Teller. 1953. “Equation of State Calculations by Fast Computing Machines.” Journal of Chemical Physics 21 (6): 1087–92.
Meyers, Glenn. 1994. “Quantifying the Uncertainty in Claim Severity Estimates for an Excess Layer When Using the Single Parameter Pareto.” In Proceedings of the Casualty Actuarial Society, 81:91–122.
Meyers, Glenn, and Nathaniel Schenker. 1983. “Parameter Uncertainty in the Collective Risk Model.” PCAS LXX 111: 15.
Mildenhall, Stephen J, and John A Major. 2022. Pricing Insurance Risk: Theory and Practice. John Wiley & Sons: New York, NY, United States of America.
Miles, Matthew, Michael Hberman, and Johnny Sdana. 2014. Qualitative Data Analysis: A Methods Sourcebook. 3rd ed. Thousand Oaks, CA: Sage.
Mirkin, Boris. 2011. Core Concepts in Data Analysis: Summarization, Correlation and Visualization. London, UK: Springer.
Mitchell, Tom M. 1997. Machine Learning. McGraw-Hill.
NAIC Glossary. 2018. “Glossary of Insurance Terms.” In. National Association of Insurance Commissioners. https://www.naic.org/consumer_glossary.htm.
Nelson, Roger B. 1997. An Introduction to Copulas. Lecture Notes in Statistics 139.
Niehaus, Gregory, and Scott Harrington. 2003. Risk Management and Insurance. New York: McGraw Hill.
Norberg, Ragnar. 1976. “A Credibility Theory for Automobile Bonus System.” Scandinavian Actuarial Journal 2: 92–107.
O’Donnell, Terence. 1936. History of Life Insurance in Its Formative Years. American Conservation Company: Chicago, IL, United States of America.
O’Leary, D. E. 2013. “Artificial Intelligence and Big Data.” IEEE Intelligent Systems 28 (2): 96–99.
Oh, Rosy, Joseph H. T. Kim, and Jae Youn Ahn. 2020. “Designing a Bonus-Malus System Reflecting the Claim Size Under the Dependent Frequency-Severity Model.”
Oh, Rosy, Kyung Suk Lee, Sojung C. Park, and Jae Youn Ahn. 2020. “Double-Counting Problem of the Bonus-Malus System.” Insurance: Mathematics and Economics 93: 141–55.
Oh, Rosy, Peng Shi, and Jae Youn Ahn. 2020. “Bonus-Malus Premiums Under the Dependent Frequency-Severity Modelling.” Scandinavian Actuarial Journal 2020(3): 172–95.
Ohlsson, Esbjörn, and Björn Johansson. 2010. Non-Life Insurance Pricing with Generalized Linear Models. Vol. 21. Springer.
Olkin, Ingram, A John Petkau, and James V Zidek. 1981. “A Comparison of n Estimators for the Binomial Distribution.” Journal of the American Statistical Association 76 (375): 637–42.
Parsa, Rahul A, and Stuart A Klugman. 2011. “Copula Regression.” Variance: Advancing and Science of Risk 5: 45–54.
Picard, Richard R., and Kenneth N. Berk. 1990. “Data Splitting.” The American Statistician 44 (2): 140–47.
Pitrebois, Sandra, Michel Denuit, and Jean-François Walhin. 2003. “Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor’s Work Revisited.” ASTIN Bulletin 33(2): 419–36.
Pries, Kim H., and Robert Dunnigan. 2015. Big Data Analytics: A Practical Guide for Managers. Boca Raton, FL: CRC Press.
Quenouille, Maurice H. 1949. “Approximate Tests of Correlation in Time-Series.” Journal of the Royal Statistical Society. Series B 11 (1): 68–84.
Renshaw, Arthur E. 1989. “Chain Ladder and Interactive Modelling.(claims Reserving and GLIM).” Journal of the Institute of Actuaries 116 (3): 559–87.
Renshaw, A., and R. Verrall. 1998. “A Stochastic Model Underlying the Chain-Ladder Technique.” British Actuarial Journal 4/4: 903–23.
Robert, Christian P, and George Casella. 1999. Monte Carlo Statistical Methods. Springer: New York, NY, United States of America.
Ruppert, David, Matt P Wand, and Raymond J Carroll. 2003. Semiparametric Regression. 12. Cambridge University Press.
Samuel, A. L. 1959. “Some Studies in Machine Learning Using the Game of Checkers.” IBM Journal of Research and Development 3 (3): 210–29.
Schmidt, R. 2005. “Tail Dependence.” In Statistical Tools in Finance and Insurance., edited by Weron R Cizek P Häardle W. New York: Springer.
Schweizer, Berthold, Edward F Wolff, et al. 1981. “On Nonparametric Measures of Dependence for Random Variables.” The Annals of Statistics 9 (4): 879–85.
Shmueli, Galit. 2010. “To Explain or to Predict?” Statistical Science 25 (3): 289–310.
Sklar, M. 1959. “Fonctions de Repartition a n Dimensions Et Leurs Marges.” Publ. Inst. Statist. Univ. Paris 8: 229–31.
Snee, Ronald D. 1977. “Validation of Regression Models: Methods and Examples.” Technometrics 19 (4): 415–28.
Spearman, C. 1904. “The Proof and Measurement of Association Between Two Things.” The American Journal of Psychology 15 (01): 72–101.
Stigler, Stephen M. 1986. The History of Statistics: The Measurement of Uncertainty Before 1900. Harvard University Press.
Tan, Chong It. 2016. “Optimal Design of a Bonus-Malus System: Linear Relativities Revisited.” Annals of Actuarial Science 10(1): 52–64.
Tan, Chong It, Jackie Li, Johnny Siu-Hang Li, and Uditha Balasooriya. 2015. “Optimal Relativities and Transition Rules of a Bonus-Malus System.” Insurance: Mathematics and Economics 61: 255–63.
Taylor, G. 2000. Loss Reserving: An Actuarial Perspective. Kluwer Academic Publishers.
Taylor, Gregory Clive. 1986. Claims Reserving in Non-Life Insurance. North Holland.
Tevet, Dan. 2016. “Applying Generalized Linear Models to Insurance Data.” Predictive Modeling Applications in Actuarial Science: Volume 2, Case Studies in Insurance, 39.
The Organization for Economic Cooperation and Development (OECD). 2021. “OECD Insurance Statistics 2021.” In. OECD iLibrary. https://read.oecd-ilibrary.org/finance-and-investment/oecd-insurance-statistics-2021_841fa619-en#page1.
Tse, Yiu-Kuen. 2009. Nonlife Actuarial Models: Theory, Methods and Evaluation. Cambridge University Press.
Tukey, John W. 1962. “The Future of Data Analysis.” The Annals of Mathematical Statistics 33 (1): 1–67.
Valpine, Perry de, Daniel Turek, Christopher J Paciorek, Clifford Anderson-Bergman, Duncan Temple Lang, and Rastislav Bodik. 2017. “Programming with Models: Writing Statistical Algorithms for General Model Structures with nimble.” Journal of Computational and Graphical Statistics 26 (2): 403–13.
Vats, Dootika, James M Flegal, and Galin L Jones. 2019. “Multivariate Output Analysis for Markov Chain Monte Carlo.” Biometrika 106 (2): 321–37.
Venter, Gary. 1983. “Transformed Beta and Gamma Distributions and Aggregate Losses.” In Proceedings of the Casualty Actuarial Society, 70:289–308. 133 & 134.
Venter, Gary G. 2006. “Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method.” ASTIN Bulletin: The Journal of the IAA 36 (2): 566–71.
Venter, Gary G. 2002. “Tails of Copulas.” In Proceedings of the Casualty Actuarial Society, 89:68–113. 171.
Wang, Ruodu, and Ričardas Zitikis. 2022. “An Axiomatic Foundation for the Expected Shortfall.” Management Science 67 (3): 1413–29. https://doi.org/10.1287/mnsc.2020.3617.
Werner, Geoff, and Claudine Modlin. 2016. Basic Ratemaking, Fifth Edition. Casualty Actuarial Society. https://www.casact.org/library/studynotes/werner_modlin_ratemaking.pdf.
Wolny-Dominiak, Alicja, and Michal Trzesiok. 2014. “Package ‘insuranceData’.” The Comprehensive R Archive Network.
Wüthrich, Mario V., and Michael Merz. 2008. Stochastic Claims Reserving Methods in Insurance. Vol. 435. Wiley Finance. John Wiley & Sons.
———. 2015. Stochastic Claims Reserving Manual: Advances in Dynamic Modeling. SSRN.
Young, Virginia R. 2014. “Premium Principles.” Wiley StatsRef: Statistics Reference Online.