A comparative analysis of the estimaion of outstanding claims reserving methods in the conditions of non-life insurance service termination

MaRDI QIDQ2991749zbMATH OpenFDO

Authors Chun Yan, Xianghui Chen, Xinmin Liu, Yiwei Qiu

Publication date 10 August 2016

zbMATH Keywords

chain ladder methodCape Cod methodnon-life insurance business termination

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

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Cited in

(3)

• Advantages and disadvantages of loss reserving methods in non-life insurance
• Application of improved multiple imputation method in the estimation of the outstanding claims reserve with missing data
• AN INDUSTRY QUESTION: THE ULTIMATE AND ONE-YEAR RESERVING UNCERTAINTY FOR DIFFERENT NON-LIFE RESERVING METHODOLOGIES

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