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Some Remarks on IBNR Evaluation Techniques

Author

Listed:
  • M. Goovaerts
  • J. Dhaene
  • E. Vanden Borre

Abstract

In this short paper we discuss a new methodology for estimating reserves for IBNR (incurred but not reported) claims.

Suggested Citation

  • M. Goovaerts & J. Dhaene & E. Vanden Borre, 2001. "Some Remarks on IBNR Evaluation Techniques," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(4), pages 525-532.
    • Handle: RePEc:ete:revbec:20010404
    as

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    References listed on IDEAS

    as
    1. Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 11-21, September.
    2. repec:cup:astinb:v:26:y:1996:i:02:p:201-212_00 is not listed on IDEAS
    3. 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.
    Full references (including those not matched with items on IDEAS)

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