Addendum to: ``The multi-year non-life insurance risk in the additive reserving model: Quantification of multi-year non-life insurance risk in chain ladder reserving models

DOI10.1016/j.insmatheco.2015.10.013zbMath1348.91142OpenAlexW2283461077MaRDI QIDQ282298

Marc Linde, Dorothea Diers, Lukas Josef Hahn

Publication date: 12 May 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.10.013

zbMATH Keywords

analytical estimatorchain ladder methodmulti-year viewnon-life insurance riskstochastic claims reserving

Mathematics Subject Classification ID

Related Items (9)

Estimation error and bootstrapping in the chain-ladder model of Mack ⋮ Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model ⋮ A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS ⋮ The collective reserving model ⋮ Regression based reserving models and partial information ⋮ On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins ⋮ Explicit moments for a class of micro-models in non-life insurance ⋮ THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED ⋮ The 1-year premium risk

Cites Work

• Unnamed Item
• Prediction error in the overdispersed Poisson model for loss development triangles
• The one-year non-life insurance risk
• The multi-year non-life insurance risk in the additive loss reserving model
• The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
• The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
• The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment

This page was built for publication: Addendum to: ``The multi-year non-life insurance risk in the additive reserving model: Quantification of multi-year non-life insurance risk in chain ladder reserving models