Claims development result in the paid-incurred chain reserving method

DOI10.1016/j.insmatheco.2012.03.002zbMath1284.91237OpenAlexW3122886974MaRDI QIDQ2444707

Michael Merz, Mario V. Wüthrich, Sebastian Happ

Publication date: 10 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.03.002

zbMATH Keywords

stochastic claims reservingsolvencyPIC methodclaims paymentsincurred lossesoutstanding loss liabilitiesprediction uncertaintyclaims development resultconditional mean square error

Mathematics Subject Classification ID

Related Items (1)

COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING

Cites Work

• The one-year non-life insurance risk
• Paid-incurred chain claims reserving method
• Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result
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