Double Chain Ladder

DOI10.2143/AST.42.1.2160712zbMath1277.91092OpenAlexW1892665234MaRDI QIDQ2866000

Dolores María Martínez Miranda, Jens Perch Nielsen, Richard J. Verrall

Publication date: 12 December 2013

Full work available at URL: http://openaccess.city.ac.uk/3805/1/DCLpaper.pdf

zbMATH Keywords

bootstrappingchain ladderclaims reservesreserve risk

Mathematics Subject Classification ID

Related Items (26)

A hierarchical reserving model for reported non-life insurance claims ⋮ Smooth backfitting in additive inverse regression ⋮ Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data ⋮ Asymptotic behaviors of stochastic reserving: aggregate versus individual models ⋮ A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS ⋮ Claims Reserving with a Stochastic Vector Projection ⋮ Collective reserving using individual claims data ⋮ The geometric chain-ladder ⋮ Micro-level stochastic loss reserving for general insurance ⋮ Double chain ladder, claims development inflation and zero-claims ⋮ The collective reserving model ⋮ Premium control with reinforcement learning ⋮ Regression based reserving models and partial information ⋮ Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation ⋮ Double Chain Ladder and Bornhuetter-Ferguson ⋮ Explicit moments for a class of micro-models in non-life insurance ⋮ A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING ⋮ COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE ⋮ Individual loss reserving using paid-incurred data ⋮ On the relationship between classical chain ladder and granular reserving ⋮ Unnamed Item ⋮ A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL ⋮ DCL ⋮ Asymptotics for in-sample density forecasting ⋮ In-sample forecasting applied to reserving and mesothelioma mortality ⋮ On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk

This page was built for publication: Double Chain Ladder