Improved estimation of IBNR claims by credibility theory

DOI10.1016/0167-6687(90)90015-6zbMath0695.62235OpenAlexW1967351636MaRDI QIDQ910148

Thomas Mack

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-6687(90)90015-6

zbMATH Keywords

IBNR claimsBühlmann and Straub credibility modelcredibility estimation

Mathematics Subject Classification ID

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

Related Items (3)

Loss prediction based on run-off triangles ⋮ Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model ⋮ Credibility in Loss Reserving

Cites Work

• Estimation of IBNR claims by credibility theory
• A contribution to modelling of IBNR claims
• Unnamed Item

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