Bornhuetter-Ferguson GLM History of engineering & technology Solvency II VaR estimation accelerated failure time model analyzing financial data autocorrelation automobile insurance benchmark calibration canonical parameters chain ladder chain-ladder method claims prediction cross-validation deposit insurance dichotomous response exponential families export credit insurance generalised linear modelling implied volatility least-squares monte carlo method life insurance local linear kernel estimation long-term forecasts machine learning maximum likelihood non-life reserving operational time