Effect of doping on the pseudogap behaviour and the related terahertz modes in the hybrid chain-ladder compound, Sr14CuO4124

2021 ◽  
pp. 127489
Author(s):  
Soumitra Hazra ◽  
Rabindranath Bag ◽  
Surjeet Singh ◽  
Rajeev N. Kini
2014 ◽  
Vol 44 (3) ◽  
pp. 495-499 ◽  
Author(s):  
Eric Dal Moro ◽  
Joseph Lo

AbstractIn the industry, generally, reserving actuaries use a mix of reserving methods to derive their best estimates. On the basis of the best estimate, Solvency 2 requires the use of a one-year volatility of the reserves. When internal models are used, such one-year volatility has to be provided by the reserving actuaries. Due to the lack of closed-form formulas for the one-year volatility of Bornhuetter-Ferguson, Cape-Cod and Benktander-Hovinen, reserving actuaries have limited possibilities to estimate such volatility apart from scaling from tractable models, which are based on other reserving methods. However, such scaling is technically difficult to justify cleanly and awkward to interact with. The challenge described in this editorial is therefore to come up with similar models like those of Mack or Merz-Wüthrich for the chain ladder, but applicable to Bornhuetter-Ferguson, mix Chain-Ladder and Bornhuetter-Ferguson, potentially Cape-Cod and Benktander-Hovinen — and their mixtures.


1977 ◽  
Vol 9 (1-2) ◽  
pp. 26-32 ◽  
Author(s):  
R. E. Beard

In reference [1] Dr. G. C. Taylor has described a useful advance in the techniques available for verification of outstanding claims estimates when the data provided is the cohort development of numbers and amounts of claims. In this note it is assumed that the numbers relate to settled claims and that the amounts relate to claim payments, so there is an implicit assumption that the pattern of partial payments is constant. If the amounts of settled claims were to be used, there would be a one/one relationship between the numbers and amounts, but the effect of the exogeneous factor would be blurred because the settlements in a year other than the first include partial payments made some time previously, and, by hypothesis, based on different factors. If information relating to partial payments is available the data can be examined for any major fluctuation in the pattern and allowance made accordingly.In paragraph (2) of reference [1] a brief description is given of a standard routine calculation in which the average distribution function of claim payments in time is estimated from the triangle of payments by a chain ladder technique. This distribution function is then used to estimate the expected development of the incomplete cohorts, the implicit assumption being made that the function was stable in time. With a constant rate of inflation the results obtained by this technique were found to be satisfactory but with a rapid increase in the rate of inflation the distribution function changed so that projection led to underestimates of the future claims payments. Various methods of adjusting the projections to allow for the change in the rate of inflation have been investigated, but they all involve an important element of subjective judgment and so far no generally suitable basis for “automatic” verification by this particular technique has been discovered. See however reference [2].


2021 ◽  
pp. 125798
Author(s):  
Chaoyue Xie ◽  
Baozhong Zhu ◽  
Yunlan Sun ◽  
Weiyi Song ◽  
Minggao Xu

2021 ◽  
pp. 1-32
Author(s):  
Ioannis Badounas ◽  
Apostolos Bozikas ◽  
Georgios Pitselis

Abstract It is well known that the presence of outliers can mis-estimate (underestimate or overestimate) the overall reserve in the chain-ladder method, when we consider a linear regression model, based on the assumption that the coefficients are fixed and identical from one observation to another. By relaxing the usual regression assumptions and applying a regression with randomly varying coefficients, we have a similar phenomenon, i.e., mis-estimation of the overall reserves. The lack of robustness of loss reserving regression with random coefficients on incremental payment estimators leads to the development of this paper, aiming to apply robust statistical procedures to the loss reserving estimation when regression coefficients are random. Numerical results of the proposed method are illustrated and compared with the results that were obtained by linear regression with fixed coefficients.


Author(s):  
Antoine Litty ◽  
Sylvie Ortolland ◽  
Dominique Golanski ◽  
Christian Dutto ◽  
Sorin Cristoloveanu

1974 ◽  
Vol 10 (9) ◽  
pp. 710-710
Author(s):  
P. McMullin ◽  
J. Blum ◽  
K. Shih ◽  
A. Smith ◽  
G. Woolhouse

1991 ◽  
Vol 59 (24) ◽  
pp. 3127-3129 ◽  
Author(s):  
E. C. Paloura ◽  
A. Ginoudi ◽  
G. Kiriakidis ◽  
A. Christou

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