scientific article

zbMath1296.62209MaRDI QIDQ2920795

Jens Perch Nielsen, María Dolores Martínez Miranda, Mario V. Wüthrich

Publication date: 29 September 2014

Full work available at URL: http://www.idescat.cat/sort/sort362/36.2.5.mart%C3%ADnez-etal.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bootstrapchain ladder methodclaims reservingoutstanding loss liabilitiesprediction uncertaintyearly warning systemsclaims settlement processindividual claims data

Mathematics Subject Classification ID

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

Related Items (5)

Collective reserving using individual claims data ⋮ The geometric chain-ladder ⋮ Double chain ladder, claims development inflation and zero-claims ⋮ Double Chain Ladder and Bornhuetter-Ferguson ⋮ A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING

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