IBNR-claims and the two-way model of ANOVA
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Publication:3959328
DOI10.1080/03461238.1982.10405432zbMath0495.62092OpenAlexW2046336369MaRDI QIDQ3959328
Publication date: 1982
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1982.10405432
chain ladder methodlogarithmic transformationestimating expected value of IBNR-claimstwo-way model of ANOVA
Applications of statistics to actuarial sciences and financial mathematics (62P05) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (31)
Which stochastic model is underlying the chain ladder method? ⋮ A state space model for rub-off triangles ⋮ The geometric chain-ladder ⋮ Robust bootstrap procedures for the chain-ladder method ⋮ UMVUE of the IBNR reserve in a lognormal linear regression model ⋮ Holt-winters method for run-off triangles in claims reserving ⋮ Continuous chain-ladder with paid data ⋮ Generalized log-normal chain-ladder ⋮ Confidence bounds for discounted loss reserves. ⋮ Modelling zeros in stochastic reserving models. ⋮ Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis ⋮ Analytic and bootstrap estimates of prediction errors in claims reserving ⋮ On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins ⋮ Robust loss reserving in a log-linear model ⋮ Bayesian Estimation of Outstanding Claim Reserves ⋮ APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING ⋮ A Bayesian Log-Normal Model for Multivariate Loss Reserving ⋮ Minimum distance loss-reserving ⋮ Modelling negatives in stochastic reserving models ⋮ A generalized linear model with smoothing effects for claims reserving ⋮ On the relationship between classical chain ladder and granular reserving ⋮ Combining chain-ladder claims reserving with fuzzy numbers ⋮ Fuzzy Regression Analysis: An Actuarial Perspective ⋮ On the estimation of reserves from loglinear models ⋮ Bootstrap Mean Squared Error of Prediction in Loss Reserving ⋮ Parametric multiple regression risk models: Some connections with IBNR ⋮ A class of autoregressive models for predicting the final claims amount ⋮ Lognormal Mixed Models for Reported Claims Reserves ⋮ Claims Reserving When There Are Negative Values in the Runoff Triangle ⋮ Efficient capital management using an internal model: a case of non-life insurance ⋮ On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company
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