Micro-level stochastic loss reserving for general insurance

DOI10.1080/03461238.2012.755938zbMath1401.91091OpenAlexW2154996067MaRDI QIDQ4576873

Katrien Antonio, Richard Plat

Publication date: 11 July 2018

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/349102

zbMATH Keywords

predictionsurvival analysisPoisson processrecurrent eventsloss reservinggeneral insurance

Mathematics Subject Classification ID

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Uses Software

• DCL

Cites Work

• Unnamed Item
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• Unnamed Item
• Semiparametric model for prediction of individual claim loss reserving
• Applying copula models to individual claim loss reserving methods
• Paid-incurred chain claims reserving method
• Modelling zeros in stochastic reserving models.
• The statistical analysis of recurrent events.
• Double Chain Ladder
• Stochastic projection for large individual losses
• Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims
• An Individual Claims Reserving Model
• Prediction of Outstanding Liabilities II. Model Variations and Extensions
• A Robustification of the Chain-Ladder Method

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