Zhao, Xiao Bing; Zhou, Xian; Wang, Jing Long - In: Insurance: Mathematics and Economics 45 (2009) 1, pp. 1-8
The estimation of loss reserves for incurred but not reported (IBNR) claims presents an important task for insurance companies to predict their liabilities. Conventional methods, such as ladder or separation methods based on aggregated or grouped claims of the so-called "run-off triangle", have...