Prediction of individual automobile RBNS claim reserves in the context of Solvency II
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References listed on IDEAS
- Larsen, Christian Roholte, 2007. "An Individual Claims Reserving Model," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 37(01), pages 113-132, May.
- Ayuso, Mercedes & Santolino, Miguel, 2007. "Predicting automobile claims bodily injury severity with sequential ordered logit models," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 71-83, July.
- 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.
- Norberg, Ragnar, 1993. "Prediction of Outstanding Liabilities in Non-Life Insurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 23(01), pages 95-115, May.
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KeywordsAutomobile accident; Solvency II; bodily injury claims; individual RBNS reserve..;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-31 (All new papers)
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