Claims development result in the paid-incurred chain reserving method
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Publication:2444707
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
stochastic claims reservingsolvencyPIC methodclaims paymentsincurred lossesoutstanding loss liabilitiesprediction uncertaintyclaims development resultconditional mean square error
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