Estimation of IBNR claims by credibility theory
From MaRDI portal
Publication:1836254
DOI10.1016/0167-6687(82)90019-1zbMath0504.62091OpenAlexW2015910032MaRDI QIDQ1836254
Publication date: 1982
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(82)90019-1
credibility theorysuccessive approximationssufficient statisticunbiased estimatornumerical illustrationsestimation of IBNR claimsmultiplicative assumptionregression assumptionstructure variable
Related Items
Loss prediction based on run-off triangles, Bisk theory and its statistics enyiroment, Practical models in credibility theory, including parameter estimation, Prediction of Outstanding Claims: A Hierarchical Credibility Approach, Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model, Improved estimation of IBNR claims by credibility theory, A contribution to modelling of IBNR claims, Credibility in Loss Reserving, Full and 1‐year runoff risk in the credibility‐based additive loss reserving method, Prediction of IBNR claim counts by modelling the distribution of report lags, The Bühlmann-Straub estimation of claim means in random B-F reserve model, A class of autoregressive models for predicting the final claims amount
Cites Work