• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.411-423
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• 2009

In the current paper, by extending Verall (1990)'s work, we propose a new Bayesian model for analyzing run-off triangle data. While Verall's (1990) work only account for the calendar year and evolvement time effects, our model further accounts for the "absolute time" effects. We also suggest a Markov Chain Monte Carlo method that can be used for estimating the proposed model. We apply our proposed method to analyzing three empirical examples. The results demonstrate that our method significantly reduces prediction error when compared with the existing methods.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.551-562
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• 2008

The loss reserve is defined as a provision for an insurer's liability for claims or an insurer's estimate of the amount an individual claim will ultimately cost. For the estimation of the loss reserve, the data which make up the claims in general is represented as run-off triangle. The chain ladder method has known as the most representative one in the estimation of loss reserves based on such run-off triangular data. However, this fails to capture change point in trend. In order to test of structural changes of development factors, we will present the test statistics and procedures. A real data analysis will also be provided.

• Journal of applied mathematics & informatics
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• v.32 no.3_4
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• pp.343-357
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• 2014

In many non-life insurance applications past data are given in a form known as the run-off triangle. Smoothing such data using parametric crisp regression models has long served as the basis of estimating future claim amounts and the reserves set aside to protect the insurer from future losses. In this article a fuzzy counterpart of the Hoerl curve, a well-known claim reserving regression model, is proposed to analyze the past claim data and to determine the reserves. The fuzzy Hoerl curve is more flexible and general than the one considered in the previous fuzzy literature in that it includes a categorical variable with multiple explanatory variables, which requires the development of the fuzzy analysis of covariance, or fuzzy ANCOVA. Using an actual insurance run-off claim data we show that the suggested fuzzy Hoerl curve based on the fuzzy ANCOVA gives reasonable claim reserves without stringent assumptions needed for the traditional regression approach in claim reserving.

• 한국HCI학회:학술대회논문집
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• 2007.02c
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• pp.306-317
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• 2007

We present an interactive and accurate collision detection algorithm for deformable, polygonal objects based on the streaming computational model. Our algorithm can detect all possible pairwise primitive-level intersections between two severely deforming models at highly interactive rates. In our streaming computational model, we consider a set of axis aligned bounding boxes (AABBs) that bound each of the given deformable objects as an input stream and perform massively-parallel pairwise, overlapping tests onto the incoming streams. As a result, we are able to prevent performance stalls in the streaming pipeline that can be caused by expensive indexing mechanism required by bounding volume hierarchy-based streaming algorithms. At run-time, as the underlying models deform over time, we employ a novel, streaming algorithm to update the geometric changes in the AABB streams. Moreover, in order to get only the computed result (i.e., collision results between AABBs) without reading back the entire output streams, we propose a streaming en/decoding strategy that can be performed in a hierarchical fashion. After determining overlapped AABBs, we perform a primitive-level (e.g., triangle) intersection checking on a serial computational model such as CPUs. We implemented the entire pipeline of our algorithm using off-the-shelf graphics processors (GPUs), such as nVIDIA GeForce 7800 GTX, for streaming computations, and Intel Dual Core 3.4G processors for serial computations. We benchmarked our algorithm with different models of varying complexities, ranging from 15K up to 50K triangles, under various deformation motions, and the timings were obtained as 30~100 FPS depending on the complexity of models and their relative configurations. Finally, we made comparisons with a well-known GPU-based collision detection algorithm, CULLIDE [4] and observed about three times performance improvement over the earlier approach. We also made comparisons with a SW-based AABB culling algorithm [2] and observed about two times improvement.