Using expected loss ratios in reserving

DOI10.1016/0167-6687(93)90240-PMaRDI QIDQ689572zbMATH OpenOpenAlexFDO

Authors Daniel Gogol

Publication date 12 December 1993

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

Full work available at URL https://doi.org/10.1016/0167-6687(93)90240-p

Mathematics Subject Classification ID

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

Cites work

• A contribution to modelling of IBNR claims
• scientific article; zbMATH DE number 4005313 (Why is no real title available?)
• scientific article; zbMATH DE number 42097 (Why is no real title available?)

Cited in

(6)

• A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
• An individual loss reserving model with independent reporting and settlement
• The impacts of individual information on loss reserving
• Paid-incurred chain reserving method with dependence modeling
• Paid-incurred chain claims reserving method
• The Bühlmann-Straub estimation of claim means in random B-F reserve model

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