Another pragmatic loss reserving method or Bornhuetter-Ferguson revisited

DOI10.1080/03461238.1992.10413906zbMath0770.62092OpenAlexW4240074157MaRDI QIDQ4695024

Walther Neuhaus

Publication date: 18 July 1993

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

Full work available at URL: https://doi.org/10.1080/03461238.1992.10413906

zbMATH Keywords

efficiencyreinsuranceloss reservingapproximate credibility methodpredicting outstanding claims

Mathematics Subject Classification ID

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

Related Items (4)

Consistent development patterns ⋮ Prediction error for credible claims reserves: an \(h\)-likelihood approach ⋮ Full and 1‐year runoff risk in the credibility‐based additive loss reserving method ⋮ IBNR models with random delay distributions

Cites Work

• A contribution to modelling of IBNR claims

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