scientific article; zbMATH DE number 3686629

MaRDI QIDQ3881765zbMATH OpenFDO

Authors Hans Bühlmann, René Schnieper, Erwin Straub

Publication date 1980

zbMATH Keywords

claims reservesestimations of IBNRnumerical study

Mathematics Subject Classification ID

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

Cited in

(9)

• A class of autoregressive models for predicting the final claims amount
• Estimation of IBNR claims by credibility theory
• Explicit moments for a class of micro-models in non-life insurance
• Regression based reserving models and partial information
• The collective reserving model
• Loss reserves in the light of stochastic processes
• The burning cost method and ratio estimation
• Individual claims reserving using activation patterns
• A log-normal chain ladder model closely aligning with Mack's assumptions

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