Estimation of loss reserves with lognormal development factors
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Verrall, R. J., 1991. "On the estimation of reserves from loglinear models," Insurance: Mathematics and Economics, Elsevier, vol. 10(1), pages 75-80, March.
- England, P.D. & Verrall, R.J., 2002. "Stochastic Claims Reserving in General Insurance," British Actuarial Journal, Cambridge University Press, vol. 8(03), pages 443-518, August.
- England, Peter & Verrall, Richard, 1999. "Analytic and bootstrap estimates of prediction errors in claims reserving," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 281-293, December.
- Mack, Thomas, 1993. "Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 23(02), pages 213-225, November.
- Taylor, G. C. & Ashe, F. R., 1983. "Second moments of estimates of outstanding claims," Journal of Econometrics, Elsevier, vol. 23(1), pages 37-61, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Michelle S. Goeree & John C. Ham & Daniela Iorio, 2009.
"Caught in the bulimic trap? Persistence and state dependence of bulimia among young women,"
IEW - Working Papers
447, Institute for Empirical Research in Economics - University of Zurich, revised Jul 2012.
- Goeree, Michelle S. & Ham, John C. & Iorio, Daniela, 2011. "Caught in the Bulimic Trap? Persistence and State Dependence of Bulimia Among Young Women," IZA Discussion Papers 5824, Institute for the Study of Labor (IZA).
- John Ham & Daniela Iorio & Michelle Sovinsky, 2012. "Caught in the Bulimic Trap? Persistence and State Dependence of Bulimia Among Young Women," Working Papers 2012-018, Human Capital and Economic Opportunity Working Group.
- Michelle Goeree & John Ham & Daniela Iorio, 2011. "Caught in the Bulimic Trap? Persistence and State Dependence of Bulimia Among Young Women," Working Papers 2011-033, Human Capital and Economic Opportunity Working Group.
- Guillen, Montserrat & Prieto, Faustino & Sarabia, José María, 2011. "Modelling losses and locating the tail with the Pareto Positive Stable distribution," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 454-461.
- repec:eee:insuma:v:76:y:2017:i:c:p:135-140 is not listed on IDEAS
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:42:y:2008:i:1:p:389-395. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.