Claims development result in the paid-incurred chain reserving method

DOI10.1016/J.INSMATHECO.2012.03.002zbMATH Open1284.91237OpenAlexW3122886974MaRDI QIDQ2444707FDOQ2444707

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

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Cites Work

• Stochastic claims reserving methods in insurance
• The one-year non-life insurance risk
• A loss reserving method for incomplete claim data
• Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result
• Paid-incurred chain claims reserving method

Cited In (2)

• COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
• Double chain ladder, claims development inflation and zero-claims

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