Full and 1-year runoff risk in the credibility-based additive loss reserving method-Reference-Cited by-同舟云学术

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Full and 1-year runoff risk in the credibility-based additive loss reserving method

Published:2011-09-08 Issue:4 Volume:28 Page:362-380
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Merz Michael¹,Wüthrich Mario V.²

Affiliation:

1. Department of Business Administration; University of Hamburg; 20146 Hamburg; Germany

2. Department of Mathematics; ETH Zurich; CH-8092 Zurich; Switzerland

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Reference25 articles.

1. Encyclopedia of Actuarial Science

2. Recursive credibility formula for chain ladder factors and the claims development result;Bühlmann;Astin Bulletin,2009

3. Credibility theory: the cornerstone of actuarial science;Hickman;North American Actuarial Journal,1999

Cited by 2 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. Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving;Risks;2021-06-06

2. CREDIBILITY CLAIMS RESERVING WITH STOCHASTIC DIAGONAL EFFECTS;ASTIN Bulletin;2015-04-27

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