Using the Hayne MLE models: A practitioner's guide
By Mark R. Shapland
22 August 2016
This paper reviews the Hayne MLE modeling framework using a standard notation. It also covers a number of practical data issues and addresses the diagnostic testing of the model assumptions. The paper explores a variety of enhancements to the basic framework to allow the models to address other issues related to reserving and pricing risk.
About the Author(s)
Mark R. Shapland
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