Add to ORKGuse his simulation technique to test three loss reserving methods. Two of these methods are discussed in Stanard’s paper, and on
This paper uses a development technique to estimate the loss reserve in a classical run-off triangle...
This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional method...
Motivation. The growing availability and advocacy of stochastic reserving methods is outpacing their...
Actuaries are often asked to provide a range or confidence level for the loss reserve along with a p...
This thesis deals with a description of three claims reserving methods - with stochastic models for ...
An accurate and understandable measure of loss reserve uncertainty – the magnitude of potential diff...
We evaluate the performance of various loss reserving methods and their associated parameterizations...
Traditional loss reserving techniques calculate loss reserve variability as if it were based on a si...
Abstract. This paper is a response to the Casualty Actuarial Society’s call for papers on the topic ...
The present paper provides a unifying survey of some of the most important methods of loss reserving...
Fundamentally, estimates of claim liabilities are forecasts subject to estimation errors. The actuar...
The estimation of outstanding claims is one of the important aspects in the management of the insura...
of the most popular claims reserving methods. Whereas a formula for the prediction error of the CL m...
This diploma thesis describes the Bornhuetter-Ferguson method, which is used to calculate the IBNR r...
abstract: The use of generalized linear models in loss reserving is not new; many statistical models...
This paper uses a development technique to estimate the loss reserve in a classical run-off triangle...
This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional method...
Motivation. The growing availability and advocacy of stochastic reserving methods is outpacing their...
Actuaries are often asked to provide a range or confidence level for the loss reserve along with a p...
This thesis deals with a description of three claims reserving methods - with stochastic models for ...
An accurate and understandable measure of loss reserve uncertainty – the magnitude of potential diff...
We evaluate the performance of various loss reserving methods and their associated parameterizations...
Traditional loss reserving techniques calculate loss reserve variability as if it were based on a si...
Abstract. This paper is a response to the Casualty Actuarial Society’s call for papers on the topic ...
The present paper provides a unifying survey of some of the most important methods of loss reserving...
Fundamentally, estimates of claim liabilities are forecasts subject to estimation errors. The actuar...
The estimation of outstanding claims is one of the important aspects in the management of the insura...
of the most popular claims reserving methods. Whereas a formula for the prediction error of the CL m...
This diploma thesis describes the Bornhuetter-Ferguson method, which is used to calculate the IBNR r...
abstract: The use of generalized linear models in loss reserving is not new; many statistical models...
This paper uses a development technique to estimate the loss reserve in a classical run-off triangle...
This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional method...
Motivation. The growing availability and advocacy of stochastic reserving methods is outpacing their...