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.2015.10.013zbMATH Open1348.91142OpenAlexW2283461077MaRDI QIDQ282298FDOQ282298

Lukas Hahn, Marc Linde, Dorothea Diers

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

Recommendations

• The multi-year non-life insurance risk in the additive loss reserving model
• Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model
• The 1-year premium risk
• The reserve uncertainties in the chain ladder model of Mack revisited
• Stochastic chain-ladder methods in non-life insurance

zbMATH Keywords

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

Mathematics Subject Classification ID

Cites Work

• Stochastic claims reserving methods in insurance
• 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
• Prediction error in the overdispersed Poisson model for loss development triangles
• The one-year non-life insurance risk

Cited In (10)

• Regression based reserving models and partial information
• Estimation error and bootstrapping in the chain-ladder model of Mack
• A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS
• The collective reserving model
• 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
• Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model
• The multi-year non-life insurance risk in the additive loss reserving model
• The 1-year premium risk
• THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED

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