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Handbook on loss reserving

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Publication:299762
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DOI10.1007/978-3-319-30056-6zbMath1396.91008OpenAlexW2546169517MaRDI QIDQ299762

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Publication date: 22 June 2016

Published in: EAA Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-30056-6


zbMATH Keywords

reinsurancechain ladder methodBornhuetter-Ferguson principleCape Cod methoddevelopment patternloss reservingpaid and incurred problempanning methodrun-off triangleSolvency II


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Portfolio theory (91G10)


Related Items (3)

Separation of small and large claims on the basis of collective models ⋮ ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION ⋮ Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks







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