A loss reserving method for incomplete claim data

MaRDI QIDQ2801421zbMATH OpenFDO

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

Mathematics Subject Classification ID

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

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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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