Author Archives: Dan Neilson

A few large losses

In a previous post, I talked about credibility problems arising from having too few losses in a policy year. A related but distinct problem arises when a few large losses dominate a dataset. In many respects, the easiest data to … Continue reading

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Credibility gap

A recurring problem with any kind of data work is credibility: does the quality of the data warrant the conclusions being drawn from it? With insurance losses, credibility problems take a number of forms. One of the most common is … Continue reading

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