Stochastic projection for large individual losses

DOI10.1080/03461231003759708zbMath1277.91083OpenAlexW2059518122MaRDI QIDQ2866295

Jean François Walhin, Jürgen Wielandts, Marc Henry, Damien Drieskens

Publication date: 13 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461231003759708

zbMATH Keywords

excess of loss reinsuranceIBNRindex clauselarge loss reserving

Mathematics Subject Classification ID

Related Items (6)

Index clause: analytical properties and the capitalization strategy ⋮ Micro-level stochastic loss reserving for general insurance ⋮ Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation ⋮ Collective loss reserving with two types of claims in motor third party liability insurance ⋮ Individual loss reserving using paid-incurred data ⋮ On the relationship between classical chain ladder and granular reserving

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