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Generalized Minimum Bias Models

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  • Generalized Minimum Bias Models

    Generalized Minimum Bias Models
    by Luyang Fu, Ph.D., and Cheng-sheng Peter Wu, FCAS, ASA, MAAA
    Actuary.com - www.actuary.com
    Email - [email protected]

  • #2
    Implementing GMBMs

    In the paper "Generalized Minimum Bias Models" page 96 provides formulas for iterative calculation for 3 variables in a GMBM. I have a query in that the formula only has a summation for j on the right hand side of the equation when j relates to Y. Taking the first equation which attempts to resolve Xi - it has both y(summed over J) and z (also summed over j). Is this correct?
    We think that there needs to be an additional summation of z over k?
    Any comments?

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