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Using expected loss ratios in reserving

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  • Gogol, Daniel

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  • Gogol, Daniel, 1993. "Using expected loss ratios in reserving," Insurance: Mathematics and Economics, Elsevier, vol. 12(3), pages 297-299, June.
    • Handle: RePEc:eee:insuma:v:12:y:1993:i:3:p:297-299
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    Cited by:

    1. Peters, Gareth W. & Dong, Alice X.D. & Kohn, Robert, 2014. "A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 258-278.
    2. Merz, Michael & Wüthrich, Mario V., 2010. "Paid-incurred chain claims reserving method," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 568-579, June.
    3. Huang, Jinlong & Qiu, Chunjuan & Wu, Xianyi & Zhou, Xian, 2015. "An individual loss reserving model with independent reporting and settlement," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 232-245.
    4. Yixing Zhao & Rogemar Mamon & Heng Xiong, 2021. "Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-26, December.

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