The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
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Publication:2276208
DOI10.1016/J.INSMATHECO.2010.10.001zbMATH Open1233.91156OpenAlexW2033061965MaRDI QIDQ2276208FDOQ2276208
Authors: Tim Verdonck, Michiel Debruyne 
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.10.001
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Cited In (10)
- Diagonal effects in claims reserving
- Detection and correction of outliers in the bivariate chain-ladder method
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
- Bootstrap consistency for the Mack bootstrap
- Robust bootstrap procedures for the chain-ladder method
- Optimal risk transfer under quantile-based risk measurers
- Robust loss reserving in a log-linear model
- On the impact of outliers in loss reserving
- Double chain ladder, claims development inflation and zero-claims
- A robustification of the chain-ladder method
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