Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation

DOI10.1080/10920277.2015.1046607zbMath1414.91194OpenAlexW2189054792MaRDI QIDQ5379157

Els Godecharle, Katrien Antonio

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/453320

zbMATH Keywords

claim markersportfolio of general liability insurance policies

Mathematics Subject Classification ID

Related Items (5)

Infinitely stochastic micro reserving ⋮ Modeling the number of hidden events subject to observation delay ⋮ THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING ⋮ On the relationship between classical chain ladder and granular reserving ⋮ FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING

Uses Software

• DCL

Cites Work

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• Semiparametric model for prediction of individual claim loss reserving
• Applying copula models to individual claim loss reserving methods
• Individual loss reserving using paid-incurred data
• Double Chain Ladder
• Bootstrapping Individual Claim Histories
• Stochastic projection for large individual losses
• An Individual Claims Reserving Model
• Prediction of Outstanding Liabilities II. Model Variations and Extensions
• Micro-level stochastic loss reserving for general insurance
• A model study about the applicability of the Chain Ladder method
• INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK

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