Improved estimation of IBNR claims by credibility theory

DOI10.1016/0167-6687(90)90015-6MaRDI QIDQ910148zbMATH OpenOpenAlexFDO

Authors Th. Mack

Publication date 1990

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

Full work available at URL https://doi.org/10.1016/0167-6687(90)90015-6

zbMATH Keywords

IBNR claims[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=B%EF%BF%BD%EF%BF%BDhlmann+and+Straub+credibility+model&go=Go B��hlmann and Straub credibility model]credibility estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3936330 (Why is no real title available?)
• A contribution to modelling of IBNR claims
• Estimation of IBNR claims by credibility theory

Cited in

(3)

• Loss prediction based on run-off triangles
• Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model
• Credibility in Loss Reserving

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