Linear stochastic reserving methods

DOI10.2143/AST.42.1.2160710MaRDI QIDQ2865997zbMATH OpenFDO

Authors René Dahms

Publication date 12 December 2013

Published in ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

stochastic reservingmean squared error of predictionclaims development resultsolvency reserving risk

Mathematics Subject Classification ID

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Cited in

(4)

• Chain-ladder method and midyear loss reserving
• An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
• A loss reserving method for incomplete claim data
• Econometric model of non-life technical provisions: the Czech insurance market case study

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