The collective reserving model
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DOI: 10.1016/j.insmatheco.2019.04.003
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References listed on IDEAS
- Schnieper, R., 1991. "Separating True IBNR and IBNER Claims1," ASTIN Bulletin, Cambridge University Press, vol. 21(1), pages 111-127, April.
- England, Peter & Verrall, Richard, 1999. "Analytic and bootstrap estimates of prediction errors in claims reserving," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 281-293, December.
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Cited by:
- Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.
- Wahl, Felix, 2019. "Explicit moments for a class of micro-models in non-life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 140-156.
- Lindholm, Mathias & Verrall, Richard, 2020. "Regression based reserving models and partial information," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 109-124.
- Daniel J. Geiger & Akim Adekpedjou, 2022. "Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 815-829, June.
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More about this item
Keywords
Stochastic claims reserving; Risk; Solvency; Chain ladder; Discrete time Poisson process;All these keywords.
JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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