Pages that link to "Item:Q2867270"

The following pages link to The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (Q2867270):

Displaying 20 items.

• 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 (Q282298) (← links)
• Provisioning against borrowers default risk (Q903327) (← links)
• Parameter uncertainty and reserve risk under Solvency II (Q1667421) (← links)
• On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035) (← links)
• Micro-level parametric duration-frequency-severity modeling for outstanding claim payments (Q2034157) (← links)
• A hierarchical reserving model for reported non-life insurance claims (Q2138622) (← links)
• Prediction of outstanding payments in a Poisson cluster model (Q2866287) (← links)
• Advantages and disadvantages of loss reserving methods in non-life insurance (Q3388464) (← links)
• The Prediction Error of Bornhuetter/Ferguson (Q3395762) (← links)
• The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (Q3632848) (← links)
• Claims Reserving with a Stochastic Vector Projection (Q4567958) (← links)
• A non-convex regularization approach for stable estimation of loss development factors (Q5014498) (← links)
• Generalized log-normal chain-ladder (Q5123187) (← links)
• Credibility in Loss Reserving (Q5379176) (← links)
• INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (Q5398357) (← links)
• The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (Q5490572) (← links)
• STOCHASTIC CLAIMS RESERVING VIA A BAYESIAN SPLINE MODEL WITH RANDOM LOSS RATIO EFFECTS (Q5745188) (← links)
• FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING (Q5866175) (← links)
• Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims (Q6174073) (← links)
• Individual claims reserving using activation patterns (Q6201528) (← links)