Double chain ladder, claims development inflation and zero-claims

DOI10.1080/03461238.2013.823459zbMath1401.91174OpenAlexW2073425361MaRDI QIDQ4576903

Jens Perch Nielsen, Richard J. Verrall, María Dolores Martínez Miranda, Mario V. Wüthrich

Publication date: 11 July 2018

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

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/17077/1/Final_DCLprior_SAJ.pdf

zbMATH Keywords

bootstrapcash flowprior knowledgeclaims reservesreserve riskover-dispersed Poisson model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (5)

Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data ⋮ Dispersion modelling of outstanding claims with double Poisson regression models ⋮ Machine learning in individual claims reserving ⋮ COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE ⋮ An individual claims reserving model for reported claims

Uses Software

• Unnamed Item
• ChainLadder
• DCL

Cites Work

• Identification of the age-period-cohort model and the extended chain-ladder model
• Double Chain Ladder
• Diagonal effects in claims reserving
• Prediction of outstanding payments in a Poisson cluster model
• Modeling dependent yearly claim totals including zero claims in private health insurance
• Forecasting with the age-period-cohort model and the extended chain-ladder model
• Micro-level stochastic loss reserving for general insurance
• Double Chain Ladder and Bornhuetter-Ferguson
• Unnamed Item
• Unnamed Item
• Unnamed Item

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