A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion)
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Publication:1974046
DOI10.1016/S0167-6687(99)00039-6zbMath0977.62109MaRDI QIDQ1974046
Publication date: 24 January 2002
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Related Items (12)
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES ⋮ Bayesian analysis of quasi-life tables ⋮ CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS ⋮ The geometric chain-ladder ⋮ Individual claims reserving using activation patterns ⋮ A note on the overdispersed Poisson family. ⋮ A comparison of models for the chain--ladder method ⋮ Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model ⋮ Semiparametric model for prediction of individual claim loss reserving ⋮ FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING ⋮ On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company ⋮ A Robustification of the Chain-Ladder Method
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