Add to ORKGThe Cape Cod (CC) method was designed by Bühlmann and Straub in order to overcome some shortcomings of the chain ladder (CL) method. Owing to its simplicity and because of the advantages over the CL method, the CC method has become a well-established method in practice. In this paper we consider a distribution-free stochastic model for the CC method. Within this model we give the parameter estimates and we derive estimates for the conditional mean square error of prediction for the CC method. In addition, we derive an estimate for the uncertainty in the claims development resul
This paper examines some new Bayesian models for loss reserving inspired by a consideration of some ...
This thesis deals with an important problem of insurance which is forecasting outstanding claims lia...
In recent Solvency II considerations much effort has been put into the development of appropriate mo...
ISBN 07340 3570 5This paper compares several stochastic reserving methods on both qualitative and qu...
In Buchwalder et al. (2006) we revisited Mack's (1993) and Murphy's (1994) estimates for the mean sq...
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...
This thesis deals with an issue of claims reserving for non-life insurance. The issue is approached ...
This thesis deals with a description of three claims reserving methods - with stochastic models for ...
The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model us...
The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due...
The aim of the present thesis is to describe the classical basic chain-ladder method and several sto...
of the most popular claims reserving methods. Whereas a formula for the prediction error of the CL m...
In the last three decades, a variety of stochastic reserving models have been proposed in the genera...
The chain ladder method is a simple and suggestive tool in claims reserving, and vari-ous attempts h...
This paper examines some new Bayesian models for loss reserving inspired by a consideration of some ...
This thesis deals with an important problem of insurance which is forecasting outstanding claims lia...
In recent Solvency II considerations much effort has been put into the development of appropriate mo...
ISBN 07340 3570 5This paper compares several stochastic reserving methods on both qualitative and qu...
In Buchwalder et al. (2006) we revisited Mack's (1993) and Murphy's (1994) estimates for the mean sq...
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...
This thesis deals with an issue of claims reserving for non-life insurance. The issue is approached ...
This thesis deals with a description of three claims reserving methods - with stochastic models for ...
The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model us...
The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due...
The aim of the present thesis is to describe the classical basic chain-ladder method and several sto...
of the most popular claims reserving methods. Whereas a formula for the prediction error of the CL m...
In the last three decades, a variety of stochastic reserving models have been proposed in the genera...
The chain ladder method is a simple and suggestive tool in claims reserving, and vari-ous attempts h...
This paper examines some new Bayesian models for loss reserving inspired by a consideration of some ...
This thesis deals with an important problem of insurance which is forecasting outstanding claims lia...
In recent Solvency II considerations much effort has been put into the development of appropriate mo...