Estimation of IBNR claims by credibility theory

DOI10.1016/0167-6687(82)90019-1zbMath0504.62091OpenAlexW2015910032MaRDI QIDQ1836254

F. Etienne De Vylder

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

zbMATH Keywords

credibility theorysuccessive approximationssufficient statisticunbiased estimatornumerical illustrationsestimation of IBNR claimsmultiplicative assumptionregression assumptionstructure variable

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (12)

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

• Geometrical credibility
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