An investigation into stochastic claims reserving models and the chain-ladder technique.
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Publication:1974045
DOI10.1016/S0167-6687(99)00038-4zbMath1072.62654MaRDI QIDQ1974045
Publication date: 25 July 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Related Items (31)
Claim Reserving Using Distance-Based Generalized Linear Models ⋮ NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES ⋮ Bayesian analysis of quasi-life tables ⋮ BAYESIAN CHAIN LADDER MODELS ⋮ EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS ⋮ Claims Reserving with a Stochastic Vector Projection ⋮ Univariate and multivariate claims reserving with generalized link ratios ⋮ Robust bootstrap procedures for the chain-ladder method ⋮ A special Tweedie sub-family with application to loss reserving prediction error ⋮ Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC ⋮ A note on the overdispersed Poisson family. ⋮ A comparison of models for the chain--ladder method ⋮ Regression based reserving models and partial information ⋮ Unnamed Item ⋮ Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis ⋮ Robust loss reserving in a log-linear model ⋮ An individual loss reserving model with independent reporting and settlement ⋮ Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty ⋮ Bayesian Estimation of Outstanding Claim Reserves ⋮ A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving ⋮ THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING ⋮ A Statistical Basis for Claims Experience Monitoring ⋮ Stochastic Payments per Claim Incurred ⋮ Modelling negatives in stochastic reserving models ⋮ The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool ⋮ Bayesian analysis of loss reserving using dynamic models with generalized beta distribution ⋮ Bootstrap Mean Squared Error of Prediction in Loss Reserving ⋮ Incorporating expert opinion into a stochastic model for the chain-ladder technique ⋮ Claims Reserving When There Are Negative Values in the Runoff Triangle ⋮ On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company ⋮ A Robustification of the Chain-Ladder Method
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