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Projecting a Dependent Loss Ratio Under Shifting Parameters | SOA
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Projecting a Dependent Loss Ratio Under Shifting Parameters

Reserving and ratemaking calculations are vital to how insurance companies perform financially. In this report, two main theorems are discussed, each addressing prediction of future loss ratio or pure premium and improving upon current practices for how rates and reserves are calculated.

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Projecting a Dependent Loss Ratio Under Shifting Parameters

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