Loss Ratio Uncertainty: Excel Workshop

אנדרו סמית' –  Loss Ratio Uncertainty: Excel Workshop

להלן תקציר הסדנא ואודות המרצה :

"Each delegate receives their own unique set of historic loss ratio data, to which they will fit a gamma distribution, both by matching moments and maximum likelihood. Simple goodness of fit tests are applied, and capital requirements calculated at various confidence levels.

Delegates then look at their results:

• In isolation;
• In comparison to their peers;
• Relative to subsequent loss ratios, revealed one year at a time;
• In the context of the process that generated the data.

Speaker: Andrew Smith, University College Dublin"

For the blurb about me, you could say "Andrew Smith has 30 years experience working in insurance across Europe, including 15 years as a partner in a big-4 accounting firm. He is now teaching at University College Dublin, where he specialises in stochastic modelling."