Continuous chain-ladder with paid data

DOI10.1080/03461238.2019.1694973zbMath1448.91254arXiv1904.01199OpenAlexW2994100145MaRDI QIDQ5123184

Munir Hiabu, Alex Isakson, Stephan M. Bischofberger

Publication date: 28 September 2020

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

Full work available at URL: https://arxiv.org/abs/1904.01199

zbMATH Keywords

survival analysisnonparametric estimationchain-ladder methodgeneral insurancegranular reserving

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (4)

Analysis of IBNR liabilities with interevent times depending on claim counts ⋮ Calendar effect and in-sample forecasting ⋮ Transaction time models in multi-state life insurance ⋮ Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays

Uses Software

• KernSmooth

Cites Work

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