Loss reserving under inflationary conditions—the peculiar round figures effect

DOI10.1080/03461238.1987.10413819zbMath0633.62110OpenAlexW2074092145MaRDI QIDQ3771472

Baruch Berliner, Yehuda Kahane

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03461238.1987.10413819

zbMATH Keywords

inflationchainsjump processloss reservinggeneral insurancelong-tailround figures effect

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

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