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Transition matrix theory - PowerPoint PPT Presentation

Transition Matrix Theory and Loss Development John B. Mahon CARe Meeting June 6, 2005

Instrat. Transition Matrix Theory and Loss Development John B. Mahon CARe Meeting June 6, 2005. Ovewview. Transition Matrix Theory TMT Applied to GC data Distributional Model of Loss Development Independence and variation Effects on Expected Values and Increased Limits Factors. Instrat.

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Transition matrix theory - PowerPoint PPT Presentation

Transition Matrix Theory and Loss Development John B. Mahon CARe Meeting June 6, 2005