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Loss reserve variability and loss reserve errors : an empirical analysis of the Ghanaian property and liability insurance industry
Quaye, Enoch Nii Boi; Andoh, Charles; Aboagye, Anthony Q. Q. - In: Journal of risk finance : the convergence of financial … 15 (2014) 3, pp. 248-263
Persistent link: https://www.econbiz.de/10010391446
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Loss reserve variability and loss reserve errors
Nii Boi Quaye, Enoch; Andoh, Charles; Q.Q. Aboagye, Anthony - In: The Journal of Risk Finance 15 (2014) 3, pp. 248-263
Purpose – The purpose of this study is to assess the level and variability of Ghanaian property and liability insurer …’s reserve estimates to examine its sources and ascertain if reserve errors are random or not (i.e. manipulated or not). Design …. Further, the authors found that industry reserve errors are random (not manipulated) across firms, suggesting that sampled …
Persistent link: https://www.econbiz.de/10014901892
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Reinsurance purchases, contingent commission payments and insurer reserve estimation
Browne, Mark Joseph; Ju, Lan; Lei, Yu - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 3, pp. 452-466
Persistent link: https://www.econbiz.de/10009675309
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Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail
Cummins, J. David; McDonald, James B.; Merrill, Craig - 2007
Although an extensive literature has developed on modeling the loss reserve runoff triangle, the estimation of severity distributions applicable to claims settled in specific cells of the runoff triangle has received little attention in the literature. This paper proposes the use of a very...
Persistent link: https://www.econbiz.de/10009444770
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Leverage and reinsurance effects on loss reserves in the United Kingdom's property : casualty insurance industry
Veprauskaite, Elena; Adams, Michael B. - In: Accounting and business research : a research quarterly … 48 (2018) 4, pp. 373-399
Persistent link: https://www.econbiz.de/10011891912
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Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
Lally, Nathan; Hartman, Brian - In: Insurance / Mathematics & economics 82 (2018), pp. 124-140
Persistent link: https://www.econbiz.de/10011929845
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Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
Boratyńska, Agata - In: Insurance / Mathematics & economics 76 (2017), pp. 135-140
Persistent link: https://www.econbiz.de/10011774794
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Accruals quality and analyst forecast accuracy : evidence from the property-casualty insurance industry
Song, In Jung - In: International journal of banking, accounting and … 12 (2021) 3, pp. 240-265
Persistent link: https://www.econbiz.de/10012594660
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Adjusting loss forecasts for the impacts of government assistance and loan forbearance during the COVID-19 recession
Breeden, Joseph L. - In: Journal of risk management in financial institutions 14 (2020/2021) 1, pp. 25-32
Persistent link: https://www.econbiz.de/10012504465
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Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail
Cummins, J. David; McDonald, James B.; Merrill, Craig - In: Review of Applied Economics 3 (2007) 1-2
Although an extensive literature has developed on modeling the loss reserve runoff triangle, the estimation of severity distributions applicable to claims settled in specific cells of the runoff triangle has received little attention in the literature. This paper proposes the use of a very...
Persistent link: https://www.econbiz.de/10005256558