DISCUSSION OF PAPER PUBLISHED IN VOLUME LXXIV AN ANALYSIS OF EXCESS LOSS DEVELOPMENT EMANUEL PINTO AND
BibTeX
@MISC{Gogol_discussionof,
author = {Daniel F. Gogol and Robert A. Bear},
title = {DISCUSSION OF PAPER PUBLISHED IN VOLUME LXXIV AN ANALYSIS OF EXCESS LOSS DEVELOPMENT EMANUEL PINTO AND},
year = {}
}
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Abstract
to uctlrurial 1iter.utur.e through their unu1~se.s of ’ industry e-l--cc.s.s loss development puttc~r-ns. Bused upon upplication of u thcoreticul model to industt.? dutu, the ul4thor.s hcov cwl\,it~r,-ins!\ ’ demonstruted that puid urld ir7crrrrcd loss umi ALAE de-velopment putterns incr-euse sigm~i:cuntlv us the retentiotl inc3wase.s. This is due to the phenomenon thut tlrr selwitv dis-tribution becomes thicker-tailed us claims mutwe. This relqitw* psesents a gener-ulixtiori of the Pinto-Gngol f~wmuiu thut shorz’s hoM1 the authors methodolo~qy cun hc uppliea ’ to csti-mate ac’c.ount-spec’ifil. de~v~lopmerlt pu tern.s,fiw reIuti\‘cIy high e..yi~ess lqers. This reviewer would like to thank Kurt A. Reichle for encouraging him to write this discussion. and Daniel F. GopI for his helpful \uggcstions. 1.
