Using expected loss ratios in reserving

DOI10.1016/0167-6687(93)90240-PzbMath0800.62678OpenAlexW2012138353MaRDI QIDQ689572

Daniel Gogol

Publication date: 12 December 1993

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(93)90240-p

Mathematics Subject Classification ID

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

Related Items (6)

Paid-incurred chain claims reserving method ⋮ PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING ⋮ An individual loss reserving model with independent reporting and settlement ⋮ THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING ⋮ A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving ⋮ The Bühlmann-Straub estimation of claim means in random B-F reserve model

Cites Work

• A contribution to modelling of IBNR claims
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