Small-sample prediction of estimated loss potentials
Slaughter, Justin Michael
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This thesis constructs predictions for the 2003 General Liability premises and operations estimated loss potentials (ELPs) for Manufacturers and Contractors (MC) and Owners, Landlords, and Tenants (OLT). The dataset contains yearly ELPs from 1990-2002 for 23 MC class codes and 57 OLT class codes, which came from three Insurance Services O ce (ISO) circulars. Bootstrapping was performed on the MC and OLT 2003 predicted ELPs to be able to construct 95% con dence intervals. In spite of the small series, the results appear to be good.