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~person:"Lindholm, Mathias"
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Chain ladder
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Claims reserving
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Discrete time Poisson process
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Estimation theory
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IBNR claims
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Mean squared error of prediction
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chain ladder method
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chain-ladder method
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claims development result
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individual claims data
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micro-level reserving
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Lindholm, Mathias
Wüthrich, Mario V.
11
Nielsen, Bent
9
Kuang, D.
6
Nielsen, Jens Perch
5
Gabrielli, Andrea
4
Merz, Michael
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Bischofberger, Stephan M.
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Delong, Łukasz
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Schmidt, Klaus D.
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Taylor, Greg
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Badounas, Ioannis
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Insurance / Mathematics & economics
1
Scandinavian actuarial journal
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ECONIS (ZBW)
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Collective reserving using individual claims data
Delong, Łukasz
;
Lindholm, Mathias
;
Wüthrich, Mario V.
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012872642
Saved in:
2
Estimation of conditional mean squared error of prediction for claims reserving
Lindholm, Mathias
;
Lindskog, Filip
;
Wahl, Felix
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
1
,
pp. 93-128
Persistent link: https://www.econbiz.de/10012194075
Saved in:
3
The collective reserving model
Wahl, Felix
;
Lindholm, Mathias
;
Verrall, Richard
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 34-50
Persistent link: https://www.econbiz.de/10012058905
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