Handbook on loss reserving
DOI10.1007/978-3-319-30056-6zbMATH Open1396.91008OpenAlexW2546169517MaRDI QIDQ299762FDOQ299762
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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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loss reservingchain ladder methodreinsuranceBornhuetter-Ferguson principleCape Cod methoddevelopment patternpaid and incurred problempanning methodrun-off triangleSolvency II
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 (13)
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
- Univariate and multivariate claims reserving with generalized link ratios
- Linear stochastic reserving methods
- Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method
- Effective experience rating for large insurance portfolios via surrogate modeling
- Multivariate loss prediction in the multivariate additive model
- Ensemble distributional forecasting for insurance loss reserving
- Estimation of loss reserves with lognormal development factors
- One-year premium risk and emergence pattern of ultimate loss based on conditional distribution
- Title not available (Why is that?)
- Separation of small and large claims on the basis of collective models
- Advantages and disadvantages of loss reserving methods in non-life insurance
- Handbook of Insurance
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