The collective reserving model
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference25 articles.
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3. The mean square error of prediction in the chain ladder reserving method (mack and murphy revisited);Buchwalder;ASTIN Bull.,2006
4. Claims reserves in casualty insurance based on a probabilistic model;Bühlmann;Bull. Swiss Assoc. Actuaries,1980
5. Addendum to the multi-year non-life insurance risk in the additive reserving model[insurance math. econom. 52 (3)(2013) 590–598]: quantification of multi-year non-life insurance risk in chain ladder reserving models;Diers;Insurance Math. Econom.,2016
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2. A hierarchical reserving model for reported non-life insurance claims;Insurance: Mathematics and Economics;2022-05
3. FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING;ASTIN Bulletin;2022-03-10
4. A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS;ASTIN Bulletin;2021-12-03
5. Insurance Reserve Prediction: Opportunities and Challenges;2021 International Conference on Computational Science and Computational Intelligence (CSCI);2021-12
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