Paid-incurred chain claims reserving method
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References listed on IDEAS
- Gisler, Alois & Wüthrich, Mario V., 2008. "Credibility for the Chain Ladder Reserving Method," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 38(02), pages 565-600, November.
- Gogol, Daniel, 1993. "Using expected loss ratios in reserving," Insurance: Mathematics and Economics, Elsevier, vol. 12(3), pages 297-299, June.
- Bühlmann, Hans & De Felice, Massimo & Gisler, Alois & Moriconi, Franco & Wüthrich, Mario V., 2009. "Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 39(01), pages 275-306, May.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:bla:jrinsu:v:84:y:2017:i:2:p:717-737 is not listed on IDEAS
- Gareth W. Peters & Alice X. D. Dong & Robert Kohn, 2012. "A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving," Papers 1210.3849, arXiv.org, revised Dec 2012.
- repec:eee:insuma:v:76:y:2017:i:c:p:135-140 is not listed on IDEAS
- Robert, Christian Y., 2013. "Market Value Margin calculations under the Cost of Capital approach within a Bayesian chain ladder framework," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 216-229.
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014. "Individual loss reserving using paid–incurred data," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 121-131.
- Peters, Gareth W. & Dong, Alice X.D. & Kohn, Robert, 2014. "A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 258-278.
More about this item
KeywordsClaims reserving Outstanding loss liabilities Ultimate loss Claims payments Claims incurred Incurred losses Prediction uncertainty;
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