Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited

DOI10.2143/AST.39.1.2038057zbMath1205.91082MaRDI QIDQ3067084

Werner Hürlimann

Publication date: 20 January 2011

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

minimum varianceclaims reservechain-ladderBenktander reservecredibility methodloss ratio methodminimum meanNeuhaus reserve

Mathematics Subject Classification ID

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

Related Items (3)

Econometric model of non-life technical provisions: the Czech insurance market case study ⋮ Prediction error for credible claims reserves: an \(h\)-likelihood approach ⋮ FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING

Cites Work

• Credible Claims Reserves: the Benktander Method

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