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Confidence bounds for discounted loss reserves

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Claims reserving using generalized linear models

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Confidence bounds for discounted loss reserves

Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; … - In: Insurance: Mathematics and Economics 33 (2003) 2, pp. 297-316

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Confidence bounds for discounted loss reserves

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On the distribution of discounted loss reserves using generalized linear models

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Confidence Bounds for Discounted Loss Reserves

Hoedemakers, Tom - 2006

In this paper we give some methods to set up confidence bounds for the discounted IBNR reserve. We start with a loglinear regression model and estimate the parameters by maximum likelihood such as given for example in Doray, 1996. The knowledge of the distribution function of the discounted IBNR...

Persistent link: https://www.econbiz.de/10012780839