Construction of Actuarial Models
Solutions to end-of-chapter questions
 
Solutions to Fourth Edition:

Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
Chapter 9
Chapter 10
Chapter 11
Chapter 12
Chapter 13
 
Solutions to Third Edition:
Chapter 1: Loss Models
Chapter 2: Severity Models
Chapter 3: Frequency Models
Chapter 4: Aggregate Models/Reinsurance
Chapter 5: Parametric estimation
Chapter 6: Model Selection and Evaluation
Chapter 7: Empirical Estimation
Chapter 8: Models with Covariate Variables
Chapter 9: Classic Credibility Theory
Chapter 10: Bayesian credibility
Chapter 11: Buhlman Credibility
Chapter 12: Empirical Bayes Estimation
Chapter 13: Simulation
Chapter 14: The Lognormal Stock Price Model
Chapter 15: Simulation with the Stock Price Model
Chapter 16: Risk Measures
 
Solutions to Second Edition:
Chapter 1: Loss Models
Chapter 2: Severity Models
Chapter 3: Frequency Models
Chapter 4: Aggregate Models/Reinsurance
Chapter 5: Parametric estimation
Chapter 6: Model Selection and Evaluation
Chapter 7: Empirical Estimation
Chapter 8: Models with Covariate Variables
Chapter 9: Classic Credibility Theory
Chapter 10: Bayesian credibility
Chapter 11: Buhlman Credibility
Chapter 12: Empirical Bayes Estimation
Chapter 13: Simulation
Chapter 14: The Lognormal Stock Price Model
Chapter 15: Simulation with the Stock Price Model
 
Solutions to First Edition:
Chapter 1: Estimation
Chapter 2: Statistical Testing
Chapter 3: Confidence intervals
Chapter 4: Data Dependent Distributions
Chapter 5: Empirical estimaton
Chapter 6: The product-limit estimator
Chapter 7: Estimaton of the hazard function
Chapter 8: The Cox model
Chapter 9: An introduction to credibility theory
Chapter 10: Bayesian credibility
Chapter 11: Credibility theory - the Buhlman approach
Chapter 12: Empirical Bayes estimation
Chapter 13: Simulation
Chapter 14: Cubic splines