Search Results - subject:"Chain Ladder"

Continuous chain-ladder with paid data

Bischofberger, Stephan M.; Hiabu, Munir; Isakson, Alex - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 477-502

Persistent link: https://www.econbiz.de/10012262750

Generalized log-normal chain-ladder

Kuang, D.; Nielsen, Bent - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 553-576

Persistent link: https://www.econbiz.de/10012262754

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

A neural network boosted double overdispersed poisson claims reserving model

Gabrielli, Andrea - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 25-60

Persistent link: https://www.econbiz.de/10012194109

Neural network embedding of the over-dispersed Poisson reserving model

Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2020 (2020) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10012195016

The prediction error of the chain ladder method (with application to real data)

Zohry, Afaf Antar; Ahmed, Mostafa Abdelghany - In: International journal of economics and finance 12 (2020) 12, pp. 14-24

Persistent link: https://www.econbiz.de/10012426693

Understanding reporting delay in general insurance

Verrall, Richard J.; Wüthrich, Mario V. - In: Risks 4 (2016) 3, pp. 1-36

individual claims data prediction is compared to the prediction based on aggregate data using the Poisson chain-ladder method. …

Persistent link: https://www.econbiz.de/10011709563

Understanding reporting delay in general insurance

Verrall, Richard J.; Wüthrich, Mario V. - In: Risks : open access journal 4 (2016) 3, pp. 1-36

individual claims data prediction is compared to the prediction based on aggregate data using the Poisson chain-ladder method. …

Persistent link: https://www.econbiz.de/10011507649

Modified Munich chain-ladder method

Merz, Michael; Wüthrich, Mario V. - In: Risks 3 (2015) 4, pp. 624-646

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 …

Persistent link: https://www.econbiz.de/10011709543

Modified Munich chain-ladder method

Merz, Michael; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 4, pp. 624-646

Persistent link: https://www.econbiz.de/10011408600