Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data

DOI10.1016/j.insmatheco.2018.03.001zbMath1402.91210OpenAlexW2794135124MaRDI QIDQ1641142

Valandis Elpidorou, Carolin Margraf, Richard J. Verrall

Publication date: 15 June 2018

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

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/19217/1/VMV01_2018jan22.pdf

zbMATH Keywords

riskreinsurancechain ladderclaims reservingmicro modelsgeneral insurance

Mathematics Subject Classification ID

Uses Software

• DCL

Cites Work

• Unnamed Item
• Analytic and bootstrap estimates of prediction errors in claims reserving
• Double Chain Ladder
• Micro-level stochastic loss reserving for general insurance
• Double chain ladder, claims development inflation and zero-claims
• Double Chain Ladder and Bornhuetter-Ferguson

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