Transition model

13 03 2008

Built the most kick-ass transition model at work today.

It had 5 different claim states, including one for IBNR, and I fitted curves for the transition rates at each reporting delay and everything!

I just hope it doesn’t fall over tomorrow.

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Tragically….

13 03 2008

… this is about as exciting as things get at my work.

I wasn’t here, but apparently it was a fairly spectacular sight. Flaming debris falling from the sky.

Now I work at Pw.