On the distribution of IBNR reserves

DOI10.1016/S0167-6687(99)00008-6zbMath0949.62087OpenAlexW2049409348WikidataQ128054768 ScholiaQ128054768MaRDI QIDQ1962811

Hendrik Redant, Marc J. Goovaerts

Publication date: 21 November 2000

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00008-6

zbMATH Keywords

extremal elementstop-loss orderingIBNR reserves

Mathematics Subject Classification ID

Related Items (7)

The concept of comonotonicity in actuarial science and finance: theory. ⋮ The hurdle-race problem. ⋮ Upper and lower bounds for sums of random variables ⋮ Some limiting properties of the bounds of the present value function of a life insurance portfolio ⋮ Some problems in actuarial finance involving sums of dependent risks ⋮ Supermodular ordering and stochastic annuities ⋮ Forecasting Runoff Triangles

Cites Work

• UMVUE of the IBNR reserve in a lognormal linear regression model
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios

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