Separation of small and large claims on the basis of collective models

DOI10.1080/03461238.2017.1394364MaRDI QIDQ4583620zbMATH OpenOpenAlexFDO

Authors Tobias Gütschow, Klaus D. Schmidt, Klaus Thomas Hess

Publication date 31 August 2018

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2017.1394364

zbMATH Keywords

loss reservingcollective modeldevelopment patternIBNRseparation of small and large claims

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 3112327 (Why is no real title available?)
• A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS
• Bifurcation of attritional and large losses in an additive IBNR environment
• Chain ladder, marginal sum and maximum likelihood estimation
• Consistent loss prediction for a portfolio and its subportfolios
• Handbook on loss reserving
• Loss prediction based on run-off triangles
• Loss reserving and Hofmann distributions
• Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
• Maximum-likelihood and marginal-sum estimation in some particular collective models

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(2)

• A generalized loss ratio method dealing with uncertain volume measures
• Collective loss reserving with two types of claims in motor third party liability insurance

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