Collective loss reserving with two types of claims in motor third party liability insurance
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Publication:1743928
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Cites work
- scientific article; zbMATH DE number 5321684 (Why is no real title available?)
- A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS
- A model study about the applicability of the chain ladder method
- An Individual Claims Reserving Model
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models
- Beyond the Tweedie reserving model: the collective approach to loss development
- Bifurcation of attritional and large losses in an additive IBNR environment
- Bootstrapping individual claim histories
- Individual loss reserving using paid-incurred data
- Individual loss reserving with the multivariate skew normal framework
- Micro-level stochastic loss reserving for general insurance
- Panjer recursion versus FFT for compound distributions
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Semiparametric model for prediction of individual claim loss reserving
- Stochastic claims reserving methods in insurance
- Stochastic loss reserving in discrete time: individual vs. aggregate data models
- Stochastic projection for large individual losses
Cited in
(6)- A hierarchical reserving model for reported non-life insurance claims
- Insurers' profits in the third-party liability insurance
- Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model
- Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective
- Separation of small and large claims on the basis of collective models
- Beyond the Tweedie reserving model: the collective approach to loss development
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