Working Papers 
A Multivariate
Bayesian Claim Count Development Model With Closed Form Posterior
and Predictive Distributions, January 2005 
Correlation and
Aggregate Loss Distributions With An Emphasis on the Iman Conover
Method 

Publications 
Discussion
of Generalized Minimum Bias Models

The BaileySimon Method, 
A Note on the
Myers and Read Capital Allocation Formula 
Revised Discussion
of MyersRead with Further Examples 
Application
of the Option Pricing Paradigm to the Solution of Insurance Problems

A
systematic relationship between minimum bias and generalized linear
models 
Cycles in a Product of Modular
Curves and a Group Analogous to the Class Group, 

Talks and Presentations 
Integration
& Aggregation in Risk Management: An Insurance Perspective

The
ImanConover Method 
Risk Premium
for Insurance Product Pricing 
Discussion of MyersRead
(Example
Spreadsheet) 
Finance and
Insurance: Converging or Diverging? 
The Intersection
of Finance and Insurance 
The
Evolution of PropertyCasualty Insurance Liabilities 
COTOR
Shareware Software Proposal 
Finance
and Insurance: Converging or Diverging? 
Actuarial
Applications of the FFT to Computing Aggregate Loss Distribution

Practical
Issues in Computing Aggregate Loss Distributions 
Computing
with Bivariate Distributions 
The Intersection
of Finance and Insurance 
Actuarial
Methods and Reinsurance Company Results (Exhibits)

Property
Casualty Insurance 
The
Intersection of Finance and Insurance 
Recent
Developments in Transferring Risk 
Applications
of the Option Pricing Paradigm to Insurance (Discussion) 
What
are the Actuarials? A Guide to Correct Usage 
BayesianBootstrap
Loss Development 
The
Role of Reinsurance in a Total Risk Management Program (with John
Beckman) 
Four
Actuarial Applications of the Bootstrap 
A
Systematic Relationship Between Minimum Bias and Generarlized Linear
Models 
Liability
Dynamics 
Pricing
and Use of Aggregate Distributions 
Convergence
and Its Impact on Actuaries 
Black
Scholes 
Wang's
Proportional Hazard Transform 

Other Miscellany 
How to discount cumulative losses without computing incremental
losses 
Notes on Frequency
Distributions 
Solutions
to an Option Pricing Problem 
Finance
Bibliography 
Modeling Loss
Ratios 

MATLAB routine to compute distribution of length of a
game of shutes and ladders 
Premium Margins and
Managing Catastrophe Risk, 1995 
Solution to the ABRACADABRA problem 
A Note on Elkies
Proof 

(c) 2002 Stephen Mildenhall
Updated Jan 2, 2004 