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Using the Hayne MLE models: A practitioner's guide

By Mark R. Shapland

22 August 2016

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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.

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About the Author(s)

Mark R. Shapland

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Using the Hayne MLE models: A practitioner's guide

About the Author(s)

Mark R. Shapland

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