Linear stochastic reserving methods

DOI10.2143/AST.42.1.2160710MaRDI QIDQ2865997zbMATH OpenFDO

Authors René Dahms

Publication date 12 December 2013

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/AST.42.1.2160710

zbMATH Keywords

claims development resultmean squared error of predictionsolvency reserving riskstochastic reserving

Mathematics Subject Classification ID

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Cited in

(4)

• Econometric model of non-life technical provisions: the Czech insurance market case study
• An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
• A loss reserving method for incomplete claim data
• Chain-ladder method and midyear loss reserving

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