PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING

DOI10.1017/asb.2012.4zbMath1281.91099OpenAlexW3123626030MaRDI QIDQ5398339

Mario V. Wüthrich, Sebastian Happ

Publication date: 27 February 2014

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/300241/files/S0515036112000049.pdf

zbMATH Keywords

claims reservingclaims incurredclaims paymentsincurred lossesoutstanding loss liabilitiesprediction uncertaintypaid-incurred chain modelPIC reserving methodultimate loss prediction

Mathematics Subject Classification ID

Related Items (7)

COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING ⋮ Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics ⋮ An incremental loss ratio method using prior information on calendar year effects ⋮ INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK ⋮ A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY ⋮ Individual loss reserving using paid-incurred data ⋮ A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving

Cites Work

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• Paid-incurred chain claims reserving method
• Using expected loss ratios in reserving
• A course in credibility theory and its applications

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