scientific article; zbMATH DE number 599628

MaRDI QIDQ4297829zbMATH OpenFDO

Authors Erhard Kremer

Publication date 26 September 1994

zbMATH Keywords

autoregressive modelscalculating adequate loss reserveschain-ladder loss-reserving techniqueoptimal loss-development predictions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

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(15)

• Loss development forecasting models: an econometrician's view
• Incorporating expert opinion into a stochastic model for the chain-ladder technique
• Maximum likelihood approach for calculating insurance claims reserve
• Estimate the development factor of chain-ladder method by using mathematical programming
• Random coefficient autoregressive loss reserving
• Threshold lossreserving
• Nonlinear models in claim reserving
• A generalized loss ratio method dealing with uncertain volume measures
• A model study about the applicability of the chain ladder method
• scientific article; zbMATH DE number 7307802 (Why is no real title available?)
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• Minimum distance loss-reserving
• Double Chain Ladder and Bornhuetter-Ferguson
• Chain-ladder method and midyear loss reserving
• Estimation of loss reserves with lognormal development factors

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