Asymptotic behaviors of stochastic reserving: aggregate versus individual models
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Publication:321018
DOI10.1016/j.ejor.2015.09.039zbMath1348.91292OpenAlexW1888355991MaRDI QIDQ321018
Jinlong Huang, Xian Zhou, Xianyi Wu
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.09.039
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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Uses Software
Cites Work
- Individual loss reserving using paid-incurred data
- Double Chain Ladder
- Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Credible Claims Reserves: the Benktander Method
- Micro-level stochastic loss reserving for general insurance
- INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
- Double Chain Ladder and Bornhuetter-Ferguson
- Unnamed Item
