Claims development result in the paid-incurred chain reserving method

DOI10.1016/J.INSMATHECO.2012.03.002MaRDI QIDQ2444707zbMATH OpenOpenAlexFDO

Authors Sebastian Happ, Michael Merz, Mario V. Wüthrich

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

Recommendations

• Paid-incurred chain claims reserving method
• Paid-incurred chain reserving method with dependence modeling
• Individual loss reserving using paid-incurred data
• COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
• A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving

Cites work

• A loss reserving method for incomplete claim data
• Paid-incurred chain claims reserving method
• Recursive credibility formula for chain ladder factors and the claims development result
• Stochastic claims reserving methods in insurance
• The one-year non-life insurance risk

Cited in

(7)

• Recursive credibility formula for chain ladder factors and the claims development result
• Paid-incurred chain reserving method with dependence modeling
• Higher moments of the claims development result in general insurance
• COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
• Individual loss reserving using paid-incurred data
• Paid-incurred chain claims reserving method
• Double chain ladder, claims development inflation and zero-claims

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