On the estimation of reserves from loglinear models
DOI10.1016/0167-6687(91)90026-TzbMATH Open0723.62070OpenAlexW2060360734MaRDI QIDQ756909FDOQ756909
Publication date: 1991
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(91)90026-t
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maximum likelihoodlinear modelslognormal distributionloglinear modelactuarial estimatorschain ladder modelestimation of claims reservesoutstanding claimsUnbiased estimators
Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
Cited In (25)
- Modeling dependencies in claims reserving with GEE
- Claims reserving and generalised additive models
- Which stochastic model is underlying the chain ladder method?
- Claims reserving: A correlated Bayesian model
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
- On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins
- Loss prediction based on run-off triangles
- UMVUE of the IBNR reserve in a lognormal linear regression model
- Claims Reserving with a Stochastic Vector Projection
- Estimation of mortalities
- Generalized log-normal chain-ladder
- Confidence bounds for discounted loss reserves.
- Title not available (Why is that?)
- Modelling negatives in stochastic reserving models
- A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
- Ensemble distributional forecasting for insurance loss reserving
- A Robustification of the Chain-Ladder Method
- Estimation of loss reserves with lognormal development factors
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Robust bootstrap procedures for the chain-ladder method
- Robust loss reserving in a log-linear model
- Bayesian Estimation of Outstanding Claim Reserves
- On the calculation of prospective and retrospective reserves in non-Markov models
- APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING
- The geometric chain-ladder
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