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An application of randomly truncated data models in reserving IBNR claims

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  • Herbst, Tomas

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  • Herbst, Tomas, 1999. "An application of randomly truncated data models in reserving IBNR claims," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 123-131, November.
    • Handle: RePEc:eee:insuma:v:25:y:1999:i:2:p:123-131
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    References listed on IDEAS

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    1. Spreeuw, Jaap & Goovaerts, Marc, 1998. "Prediction of claim numbers based on hazard rates," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 59-69, October.
    2. Mack, Thomas, 1993. "Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates," ASTIN Bulletin, Cambridge University Press, vol. 23(2), pages 213-225, November.
    3. Kaminsky, Kenneth S., 1987. "Prediction of IBNR claim counts by modelling the distribution of report lags," Insurance: Mathematics and Economics, Elsevier, vol. 6(2), pages 151-159, April.
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    Cited by:

    1. Zhao, Xiao Bing & Zhou, Xian & Wang, Jing Long, 2009. "Semiparametric model for prediction of individual claim loss reserving," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 1-8, August.
    2. Jackson P. Lautier & Vladimir Pozdnyakov & Jun Yan, 2022. "Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach," Papers 2201.04981, arXiv.org, revised Jan 2023.
    3. Zhao, XiaoBing & Zhou, Xian, 2010. "Applying copula models to individual claim loss reserving methods," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 290-299, April.
    4. Laurent Gardes & Gilles Stupfler, 2015. "Estimating extreme quantiles under random truncation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 207-227, June.
    5. Richard J. Verrall & Mario V. Wüthrich, 2016. "Understanding Reporting Delay in General Insurance," Risks, MDPI, vol. 4(3), pages 1-36, July.

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