Handbook on loss reserving

DOI10.1007/978-3-319-30056-6zbMATH Open1396.91008OpenAlexW2546169517MaRDI QIDQ299762FDOQ299762

Authors:

Publication date: 22 June 2016

Published in: EAA Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-30056-6

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zbMATH Keywords

loss reservingchain ladder methodreinsuranceBornhuetter-Ferguson principleCape Cod methoddevelopment patternpaid and incurred problempanning methodrun-off triangleSolvency II

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cited In (9)

• Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
• Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method
• ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION
• Effective experience rating for large insurance portfolios via surrogate modeling
• Multivariate loss prediction in the multivariate additive model
• Estimation of loss reserves with lognormal development factors
• Title not available (Why is that?)
• Separation of small and large claims on the basis of collective models
• Handbook of Insurance

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