IBNR models with random delay distributions

DOI10.1080/03461238.1992.10413901MaRDI QIDQ4695021zbMATH OpenOpenAlexFDO

Authors Walther Neuhaus

Publication date 18 July 1993

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1992.10413901

zbMATH Keywords

efficiency of linear IBNR predictorsinsurance claimsloss reservingmoments of first and second orderrandom fluctuations in the underlying delay distribution

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• Another pragmatic loss reserving method or Bornhuetter-Ferguson revisited

Cited in

(9)

• Quantification of automobile insurance liability: A Bayesian failure time approach.
• Modeling the number of hidden events subject to observation delay
• On the distribution of IBNR reserves
• On unreported claims models and beta-model for randomized probability of reported claims
• A contribution to modelling of IBNR claims
• Robust Bayesian analysis of loss reserving data using scale mixtures distributions
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• Asymptotic results for perturbed risk processes with delayed claims
• A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling

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