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Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method

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Publication:2890516
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DOI10.2143/AST.41.2.2136979zbMath1242.91096OpenAlexW2482687194MaRDI QIDQ2890516

Alois Gisler, Mario V. Wüthrich, Annina Saluz

Publication date: 11 June 2012

Full work available at URL: https://doi.org/10.2143/ast.41.2.2136979


zbMATH Keywords

actuarial mathematicsdevelopment patternloss reservinginsurance mathematicsBornhuetter-Ferguson method


Mathematics Subject Classification ID


Related Items (5)

A GENERALIZED LOSS RATIO METHOD DEALING WITH UNCERTAIN VOLUME MEASURES ⋮ Stochastic Payments per Claim Incurred ⋮ A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING ⋮ AN INDUSTRY QUESTION: THE ULTIMATE AND ONE-YEAR RESERVING UNCERTAINTY FOR DIFFERENT NON-LIFE RESERVING METHODOLOGIES ⋮ The Bühlmann-Straub estimation of claim means in random B-F reserve model







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