Collective loss reserving with two types of claims in motor third party liability insurance
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Publication:1743928
DOI10.1016/J.CAM.2017.11.044zbMATH Open1408.91099OpenAlexW2599084372MaRDI QIDQ1743928FDOQ1743928
Authors: Julien Trufin, Michel Denuit 
Publication date: 16 April 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/262834/3/BifurcationInCollectiveRiskModelIBNR_JCAM_Diffusion.pdf
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Cites Work
- Stochastic claims reserving methods in insurance
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Title not available (Why is that?)
- Individual loss reserving using paid-incurred data
- An Individual Claims Reserving Model
- Micro-level stochastic loss reserving for general insurance
- Individual loss reserving with the multivariate skew normal framework
- Semiparametric model for prediction of individual claim loss reserving
- Stochastic loss reserving in discrete time: individual vs. aggregate data models
- A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS
- Panjer recursion versus FFT for compound distributions
- Bootstrapping individual claim histories
- Stochastic projection for large individual losses
- Bifurcation of attritional and large losses in an additive IBNR environment
- A model study about the applicability of the Chain Ladder method
- Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
Cited In (4)
- 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
- Insurers' profits in the third-party liability insurance
- A hierarchical reserving model for reported non-life insurance claims
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