Double Chain Ladder and Bornhuetter-Ferguson

DOI10.1080/10920277.2013.793158OpenAlexW2051260082MaRDI QIDQ5742638

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

Publication date: 15 May 2019

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

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/4629/1/Final_DoubleChainLadderBF_NAAJ.pdf

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (9)

Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data ⋮ Asymptotic behaviors of stochastic reserving: aggregate versus individual models ⋮ Double chain ladder, claims development inflation and zero-claims ⋮ SynthETIC: an individual insurance claim simulator with feature control ⋮ COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE ⋮ Individual loss reserving using paid-incurred data ⋮ Unnamed Item ⋮ In-sample forecasting applied to reserving and mesothelioma mortality ⋮ On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk

Uses Software

• DCL
• Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Analytic and bootstrap estimates of prediction errors in claims reserving
• Double Chain Ladder
• The Prediction Error of Bornhuetter/Ferguson
• A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving

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