Author(s) | Year | Title | Publication | About |
---|---|---|---|---|

Venter, G. G. | 2006 | Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method | ASTIN Bulletin 36, #2 | Tests chain ladder model in original paper against alternatives. |

Venter, G. G. | 2003 | Discussion of Distribution-Based Pricing Formulas Are Not Arbitrage-Free | PCAS XCI | Discusses conditions under which pricing transforms are arbitrage-free. |

Venter, G. G | 1998 | Discussion of Implementation of Proportional Hazards Transforms in Ratemaking | PCAS LXXXV | Discusses how a particular pricing transform can be used and misused in pricing insurance. |

Venter, G. G. and Lane, M.N. | 1997 | Discussion of Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers, Discussion | NAAJ 1:1, pp. 44-6 | Discussion of paper of options purchases by insurers. |

Venter, G. G | 1990 | Discussion of Minimum Bias with Generalized Linear Models [Discussion] | PCAS LXXVII | Discussion of statistical framework for cross-classification ratemaking. |

Venter, G. G. | 1986 | Discussion of A Bayesian Credibility Formula for IBNR Counts [Discussion] | PCAS LXXIII | Discussion of the use of credibility in loss reserving. |

Venter, G. G. | 1983 | Discussion of The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count Distributions [Discussion] | PCAS LXX | Evaluates alternative methods for combining frequency and severity distributions into aggregate losses. |

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