Add to ORKGOften in non-life insurance, claims reserves are the largest position on the liability side of the balance sheet. There-fore, the prediction of adequate claims reserves for a port-folio consisting of several run-off subportfolios from dependent lines of business is of great importance for ev-ery non-life insurance company. In the present paper, we consider the claims reserving problem in a multivariate context–that is, we study a special case of the multivariate additive loss reserving model proposed by Hess, Schmidt, and Zocher (2006) and Schmidt (2006a). This model al-lows for a simultaneous study of the individual run-off sub-portfolios and enables the derivation of an estimator for the conditional mean square error of prediction (MSEP) ...
The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due...
In a recent paper on loss reserving, Halliwell suggests predicting outstanding claims by the method ...
Stochastic loss reserving with dependence has received increased attention in the last decade. A num...
This thesis deals with a description of three claims reserving methods - with stochastic models for ...
The evaluation of future cash flows and solvency capital recently gained importance in general insur...
The evaluation of future cash flows and solvency capital recently gained importance in general insur...
The evaluation of future cash flows and solvency capital recently gained importance in general insur...
Actuarial reserving deals with the problem of predicting outstanding claims payments on policies iss...
The estimation of loss reserves for incurred but not reported (IBNR) claims presents an important ta...
In general insurance, the evaluation of future cash flows and solvency capital has become increasing...
abstract: The use of generalized linear models in loss reserving is not new; many statistical models...
Insurance offers individuals and companies the possibility to manage their risk by transferring futu...
In this thesis, we consider several existing models in a claims reserving problem. We compare the tr...
In this paper, the individual claim reserving model proposed by Pigeon et al. (2013) is extended to ...
A central issue in claims reserving is the modelling of appropriate dependence structures. Most clas...
The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due...
In a recent paper on loss reserving, Halliwell suggests predicting outstanding claims by the method ...
Stochastic loss reserving with dependence has received increased attention in the last decade. A num...
This thesis deals with a description of three claims reserving methods - with stochastic models for ...
The evaluation of future cash flows and solvency capital recently gained importance in general insur...
The evaluation of future cash flows and solvency capital recently gained importance in general insur...
The evaluation of future cash flows and solvency capital recently gained importance in general insur...
Actuarial reserving deals with the problem of predicting outstanding claims payments on policies iss...
The estimation of loss reserves for incurred but not reported (IBNR) claims presents an important ta...
In general insurance, the evaluation of future cash flows and solvency capital has become increasing...
abstract: The use of generalized linear models in loss reserving is not new; many statistical models...
Insurance offers individuals and companies the possibility to manage their risk by transferring futu...
In this thesis, we consider several existing models in a claims reserving problem. We compare the tr...
In this paper, the individual claim reserving model proposed by Pigeon et al. (2013) is extended to ...
A central issue in claims reserving is the modelling of appropriate dependence structures. Most clas...
The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due...
In a recent paper on loss reserving, Halliwell suggests predicting outstanding claims by the method ...
Stochastic loss reserving with dependence has received increased attention in the last decade. A num...