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  • Search: subject:"Chain ladder"
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Year of publication
Subject
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Theorie 23 Theory 23 Forecasting model 18 Prognoseverfahren 18 Estimation theory 13 Schätztheorie 13 Claims reserving 12 Chain ladder 11 Stochastic process 10 Stochastischer Prozess 10 claims reserving 9 chain-ladder 8 Bayes-Statistik 7 Bayesian inference 7 chain-ladder method 7 Risk 6 bootstrap 6 Actuarial mathematics 5 Chain-Ladder 5 Chain-ladder model 5 Foreign exchange reserves 5 Risikomodell 5 Risk model 5 Währungsreserven 5 chain ladder method 5 claims development result 5 Forecasting 4 Maximum likelihood estimation 4 Maximum-Likelihood-Schätzung 4 Risiko 4 Statistical distribution 4 Statistische Verteilung 4 chain ladder 4 prediction uncertainty 4 reserve risk 4 Bootstrap approach 3 Bootstrap-Verfahren 3 Bornhuetter-Ferguson 3 Chain Ladder 3 Chain-ladder 3
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Online availability
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Free 34 Undetermined 34
Type of publication
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Article 69 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 47 Aufsatz in Zeitschrift 47 Article 9 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 2 Working Paper 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Forschungsbericht 1 Hochschulschrift 1 Sammelwerk 1 Sammlung 1
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Language
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English 64 Undetermined 17 German 1 Spanish 1
Author
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Wüthrich, Mario V. 11 Nielsen, Bent 9 Kuang, D. 6 Nielsen, Jens Perch 5 Gabrielli, Andrea 4 Merz, Michael 4 Bischofberger, Stephan M. 3 Delong, Łukasz 3 Harnau, Jonas 3 Lindholm, Mathias 3 Mammen, Enno 3 Schmidt, Klaus D. 3 Taylor, Greg 3 Antonio, Katrien 2 Badounas, Ioannis 2 Boratyńska, Agata 2 Chukhrova, Nataliya 2 Coll-Serrano, Vicente 2 Denuit, Michel 2 Heberle, Jochen 2 Hiabu, Munir 2 Johannssen, Arne 2 Kohn, Robert 2 Kuang, Di 2 Käärik, Meelis 2 Lindskog, Filip 2 Moriconi, Franco 2 Nielsen, J. P. 2 Peters, Gareth W. 2 Pigeon, Mathieu 2 Pitselis, Georgios 2 Riegel, Ulrich 2 Szatkowski, Marcin 2 Tee, Liivika 2 Thomas, Anne 2 Verrall, Richard 2 Verrall, Richard J. 2 Viin, Rauno 2 Wahl, Felix 2 Álvarez-Jareño, José Antonio 2
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Institution
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Economics Group, Nuffield College, University of Oxford 4 Department of Economics, Oxford University 3 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Universität Ulm 1
Published in...
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Insurance / Mathematics & economics 16 Risks : open access journal 10 Astin bulletin : the journal of the International Actuarial Association 8 Risks 8 Insurance: Mathematics and Economics 6 Scandinavian actuarial journal 5 Economics Papers / Economics Group, Nuffield College, University of Oxford 4 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 3 Economics Series Working Papers / Department of Economics, Oxford University 3 ASTIN bulletin : the journal of the International Actuarial Association 2 Economics discussion papers 2 Research paper series / Swiss Finance Institute 2 Swiss Finance Institute Research Paper 2 Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice 1 Computational Statistics 1 Dresdner Schriften zur Versicherungsmathematik 1 Global Business and Economics Review 1 IRZ : Zeitschrift für internationale Rechnungslegung 1 International journal of economics and finance 1 Journal of governance and regulation : international scientific journal 1 Mathematical Methods of Operations Research 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration 1 Romanian Statistical Review Supplement 1 Statistics and Econometrics Working Papers 1 Theoretical and Applied Economics 1
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Source
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ECONIS (ZBW) 53 RePEc 21 EconStor 9
Showing 1 - 10 of 83
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Mack's estimator motivated by large exposure asymptotics in a compound poisson setting
Engler, Nils; Lindskog, Filip - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10015055290
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A three-factor market model for incorporating explicit general inflation in non-life claims reserving
Moriconi, Franco - In: Risks : open access journal 11 (2023) 10, pp. 1-32
In a recent paper "Stochastic Chain-Ladder Reserving with Modeled General Inflation", the effects of modeled general … "Stochastic Chain-Ladder Reserving with Modeled General Inflation", we repeat the application to claims reserving presented in …
Persistent link: https://www.econbiz.de/10014391753
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Stochastic chain-ladder reserving with modeled general inflation
DeFelice, Massimo; Moriconi, Franco - In: Risks : open access journal 11 (2023) 12, pp. 1-31
studied in details referring to the stochastic chain-ladder provided by the Over-dispersed Poisson model. The application of …
Persistent link: https://www.econbiz.de/10014446788
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Unbiased estimator for the ultimate claim prediction error in the chain-ladder model of Mack
Siegenthaler, Filippo - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 118-144
Persistent link: https://www.econbiz.de/10014306892
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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
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One-year and ultimate reserve risk in Mack Chain Ladder model
Szatkowski, Marcin; Delong, Łukasz - In: Risks 9 (2021) 9, pp. 1-29
We investigate the relation between one-year reserve risk and ultimate reserve risk in Mack Chain Ladder model in a …
Persistent link: https://www.econbiz.de/10013200816
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One-year and ultimate reserve risk in Mack Chain Ladder model
Szatkowski, Marcin; Delong, Łukasz - In: Risks : open access journal 9 (2021) 9, pp. 1-29
We investigate the relation between one-year reserve risk and ultimate reserve risk in Mack Chain Ladder model in a …
Persistent link: https://www.econbiz.de/10012612424
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In-sample hazard forecasting based on survival models with operational time
Bischofberger, Stephan M. - In: Risks 8 (2020) 1, pp. 1-17
is a nonparametric continuous-time alternative to chain-ladder development factors in reserving and is used to forecast … outstanding liabilities. Hence, we provide an extension of the chain-ladder framework for claim numbers without the assumption of …
Persistent link: https://www.econbiz.de/10013200539
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In-sample hazard forecasting based on survival models with operational time
Bischofberger, Stephan M. - In: Risks : open access journal 8 (2020) 1/3, pp. 1-17
is a nonparametric continuous-time alternative to chain-ladder development factors in reserving and is used to forecast … outstanding liabilities. Hence, we provide an extension of the chain-ladder framework for claim numbers without the assumption of …
Persistent link: https://www.econbiz.de/10012204339
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Existence and uniqueness of chain ladder solutions
Taylor, Greg - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10011670352
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