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.2015.10.013MaRDI QIDQ282298zbMATHOpenAlexFDO

Authors Dorothea Diers, Marc Linde, Lukas 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

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

Cites work

• Prediction error in the overdispersed Poisson model for loss development triangles
• Stochastic claims reserving methods in insurance
• 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
• The multi-year non-life insurance risk in the additive loss reserving model
• The one-year non-life insurance risk
• The standard error of chain ladder reserve estimates: recursive calculation and inclusion of a tail factor

Cited in

(11)

• Regression based reserving models and partial information
• 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
• One-year premium risk and emergence pattern of ultimate loss based on conditional distribution
• The reserve uncertainties in the chain ladder model of Mack revisited
• The multi-year non-life insurance risk in the additive loss reserving model
• A collective reserving model with claim openness
• The 1-year premium risk
• 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 collective reserving model

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