Paid-incurred chain claims reserving method

DOI10.1016/j.insmatheco.2010.02.004zbMath1231.91217MaRDI QIDQ659269

Mario V. Wüthrich, Michael Merz

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.02.004

zbMATH Keywords

claims reserving; claims incurred; claims payments; incurred losses; outstanding loss liabilities; prediction uncertainty; ultimate loss

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F15: Bayesian inference

60K10: Applications of renewal theory (reliability, demand theory, etc.)

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