Modeling accounting year dependence in runoff triangles

DOI10.1007/s13385-012-0055-3zbMath1256.91034MaRDI QIDQ1936468

Mario V. Wüthrich, Robert Salzmann

Publication date: 5 February 2013

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/60149

zbMATH Keywords

claims reserving; outstanding loss liabilities; claims inflation; accounting year effects modeling; Bayes chain ladder model; general insurance liabilities; loss development; multivariate dependence modeling

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

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