A loss reserving method for incomplete claim data

zbMATH Open1333.62231MaRDI QIDQ2801421FDOQ2801421

Authors: René Dahms 

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=4

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Mathematics Subject Classification ID

Censored data models (62N01) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (8)

• Claims development result in the paid-incurred chain reserving method
• Chain ladder and error propagation
• Modelling negatives in stochastic reserving models
• COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
• Paid-incurred chain claims reserving method
• A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance
• Application of improved multiple imputation method in the estimation of the outstanding claims reserve with missing data
• A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving

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