Consistent development patterns

DOI10.1080/03461238.2021.1978535zbMath1524.91089OpenAlexW3207921004MaRDI QIDQ6059377

Walther Neuhaus

Publication date: 2 November 2023

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

Full work available at URL: https://doi.org/10.1080/03461238.2021.1978535

zbMATH Keywords

continuous time modelsdiscretisationBornhuetter-Ferguson principleloss reservingIFRS 17contract year cohortsHesselager

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Prediction of Outstanding Liabilities II. Model Variations and Extensions
• Another pragmatic loss reserving method or Bornhuetter-Ferguson revisited
• One-year estimation uncertainty in some claim development models

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