One-year estimation uncertainty in some claim development models-Reference-Cited by-同舟云学术

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One-year estimation uncertainty in some claim development models

Published:2019-03-08 Issue:7 Volume:2019 Page:621-635
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Neuhaus Walther¹^ORCID

Affiliation:

1. Zabler-Neuhaus AS, Oslo, Norway

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2019.1586757

Reference8 articles.

1. AN INDUSTRY QUESTION: THE ULTIMATE AND ONE-YEAR RESERVING UNCERTAINTY FOR DIFFERENT NON-LIFE RESERVING METHODOLOGIES

2. Modelling of Discretized Claim Numbers in Loss Reserving

3. A Credibility Model with Random Fluctuations in Delay Probabilities for the Prediction of IBNR Claims

4. Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Consistent development patterns;Scandinavian Actuarial Journal;2021-10-10

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