Published Papers and Working Papers

Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market, joint with John Major (2020)
Actuarial Geometry, risks (2017)
A multivariate Bayesian claim count development model with closed form posterior and predictive distributions, CAS Forum (2006)
Correlation and aggregate loss distributions with an emphasis on the Iman Conover method, CAS Forum (2005)
A note on the Myers and Read capital allocation formula, NAAJ (2004)
Wacek Comment, PCAS (2000)
A systematic relationship between minimum bias and generalized linear models, PCAS (1996)
Cycles in a product of elliptic curves, and a group analogous to the class group, Duke Math Journal (1986)

posted 2022-01-28 | tags: research, working papers

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