The Munich chain-ladder method for claims reserving was introduced by Quarg and Mack on an axiomatic basis. We analyze these axioms, and we define a modified Munich chain-ladder method which is based on an explicit stochastic model. This stochastic model then allows us to consider claims prediction and prediction uncertainty for the Munich chain-ladder method in a consistent way
Title: Munich chain ladder method Author: Bc. Veronika Janáková Department: Department of probabilit...
In the last three decades, a variety of stochastic reserving models have been proposed in the genera...
The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model us...
The Munich chain-ladder method for claims reserving was introduced by Quarg and Mack on an axiomatic...
The chain ladder method is a simple and suggestive tool in claims reserving, and vari-ous attempts h...
This thesis deals with an important problem of insurance which is forecasting outstanding claims lia...
The aim of the present thesis is to describe the classical basic chain-ladder method and several sto...
This diploma thesis deals with technical reserves in non-life insurance, in particular with provisio...
The subject matter of this master thesis is the introduction to the claims reserving methodology app...
ISBN 07340 3570 5This paper compares several stochastic reserving methods on both qualitative and qu...
Double chain ladder, introduced by Martínez-Miranda et al. (2012), is a statistical model to predict...
Using the distribution-free chain ladder method we estimate the total ultimate claim amounts at time...
One of the main and crucial activities of an insurance company is to determine amount of technical r...
This thesis deals with an issue of claims reserving for non-life insurance. The issue is approached ...
This thesis examines the stochastic models which reproduce chain-ladder estimates used in reserve es...
Title: Munich chain ladder method Author: Bc. Veronika Janáková Department: Department of probabilit...
In the last three decades, a variety of stochastic reserving models have been proposed in the genera...
The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model us...
The Munich chain-ladder method for claims reserving was introduced by Quarg and Mack on an axiomatic...
The chain ladder method is a simple and suggestive tool in claims reserving, and vari-ous attempts h...
This thesis deals with an important problem of insurance which is forecasting outstanding claims lia...
The aim of the present thesis is to describe the classical basic chain-ladder method and several sto...
This diploma thesis deals with technical reserves in non-life insurance, in particular with provisio...
The subject matter of this master thesis is the introduction to the claims reserving methodology app...
ISBN 07340 3570 5This paper compares several stochastic reserving methods on both qualitative and qu...
Double chain ladder, introduced by Martínez-Miranda et al. (2012), is a statistical model to predict...
Using the distribution-free chain ladder method we estimate the total ultimate claim amounts at time...
One of the main and crucial activities of an insurance company is to determine amount of technical r...
This thesis deals with an issue of claims reserving for non-life insurance. The issue is approached ...
This thesis examines the stochastic models which reproduce chain-ladder estimates used in reserve es...
Title: Munich chain ladder method Author: Bc. Veronika Janáková Department: Department of probabilit...
In the last three decades, a variety of stochastic reserving models have been proposed in the genera...
The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model us...
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