A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS

DOI10.1017/asb.2021.33zbMath1484.91395OpenAlexW4200518278MaRDI QIDQ5067885

Mathias Lindholm, Henning Zakrisson

Publication date: 4 April 2022

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2021.33

zbMATH Keywords

aggregated reservingopen claim dynamicsRBNS and IBNR reserves

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Analysis of IBNR liabilities with interevent times depending on claim counts

Uses Software

• DCL

Cites Work

• Unnamed Item
• Addendum to: ``The multi-year non-life insurance risk in the additive reserving model: Quantification of multi-year non-life insurance risk in chain ladder reserving models
• Asymptotic behaviors of stochastic reserving: aggregate versus individual models
• Regression based reserving models and partial information
• Infinitely stochastic micro reserving
• The collective reserving model
• Double Chain Ladder
• Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models
• The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
• Micro-level stochastic loss reserving for general insurance
• A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS
• Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
• Neural network embedding of the over-dispersed Poisson reserving model

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