IBNR models with random delay distributions
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Publication:4695021
DOI10.1080/03461238.1992.10413901zbMath0770.62093OpenAlexW4254988252MaRDI QIDQ4695021
Publication date: 18 July 1993
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1992.10413901
loss reservinginsurance claimsefficiency of linear IBNR predictorsmoments of first and second orderrandom fluctuations in the underlying delay distribution
Related Items (5)
Asymptotic results for perturbed risk processes with delayed claims ⋮ A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling ⋮ Quantification of automobile insurance liability: A Bayesian failure time approach. ⋮ Robust Bayesian analysis of loss reserving data using scale mixtures distributions ⋮ Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
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