Credible Claims Reserves: the Benktander Method

DOI10.2143/AST.30.2.504639zbMath1087.91514OpenAlexW2168663226MaRDI QIDQ4461293

Thomas Mack

Publication date: 30 March 2004

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

Full work available at URL: https://doi.org/10.2143/ast.30.2.504639

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian problems; characterization of Bayes procedures (62C10)

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Stochastic loss reserving using individual information model with over-dispersed Poisson ⋮ Loss prediction based on run-off triangles ⋮ Asymptotic behaviors of stochastic reserving: aggregate versus individual models ⋮ Claims reserving in the hierarchical generalized linear model framework ⋮ Prediction error for credible claims reserves: an \(h\)-likelihood approach ⋮ A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving ⋮ Full and 1‐year runoff risk in the credibility‐based additive loss reserving method ⋮ A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING ⋮ Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited ⋮ Claims reserving: A correlated Bayesian model

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