Prediction of IBNR claim counts by modelling the distribution of report lags

DOI10.1016/0167-6687(87)90024-2zbMath0614.62134OpenAlexW2065366609MaRDI QIDQ1819879

Kenneth S. Kaminsky

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0167-6687(87)90024-2

zbMATH Keywords

multinomial distributiongroupingmaximum likelihood predictiondistribution of report lagsexponential distribution of lagspredicting the number of IBNR claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (7)

Stochastic modelling of disability insurance in a multi-period framework ⋮ Maximum observed likelihood prediction of future record values ⋮ An application of randomly truncated data models in reserving IBNR claims ⋮ Semiparametric model for prediction of individual claim loss reserving ⋮ Applying copula models to individual claim loss reserving methods ⋮ Chain ladder, marginal sum and maximum likelihood estimation ⋮ Estimating extreme quantiles under random truncation

Cites Work

• Unnamed Item
• Unnamed Item
• Maximum likelihood prediction
• Estimation of IBNR claims by credibility theory
• Estimating Population Size with Exponential Failure

This page was built for publication: Prediction of IBNR claim counts by modelling the distribution of report lags