EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Chain Ladder"
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 26 Theory 26 Forecasting model 20 Prognoseverfahren 20 Estimation theory 16 Schätztheorie 16 Claims reserving 12 Chain ladder 11 Stochastic process 11 Stochastischer Prozess 11 claims reserving 9 Risk 8 chain-ladder 8 Bayes-Statistik 7 Bayesian inference 7 Risikomodell 7 Risk model 7 chain-ladder method 7 Risiko 6 bootstrap 6 Actuarial mathematics 5 Bootstrap approach 5 Bootstrap-Verfahren 5 Chain-Ladder 5 Chain-ladder model 5 Risikomanagement 5 Risk management 5 Statistical distribution 5 Statistische Verteilung 5 chain ladder method 5 claims development result 5 Forecasting 4 Foreign exchange reserves 4 Währungsreserven 4 chain ladder 4 prediction uncertainty 4 reserve risk 4 Bornhuetter-Ferguson 3 Chain Ladder 3 Chain-ladder 3
more ... less ...
Online availability
All
Free 34 Undetermined 34 CC license 4
Type of publication
All
Article 69 Book / Working Paper 14
Type of publication (narrower categories)
All
Article in journal 47 Aufsatz in Zeitschrift 47 Article 9 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 2 Working Paper 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Forschungsbericht 1 Hochschulschrift 1 Sammelwerk 1 Sammlung 1
more ... less ...
Language
All
English 64 Undetermined 17 German 1 Spanish 1
Author
All
Wüthrich, Mario V. 11 Nielsen, Bent 9 Kuang, D. 6 Nielsen, Jens Perch 5 Gabrielli, Andrea 4 Merz, Michael 4 Bischofberger, Stephan M. 3 Delong, Łukasz 3 Harnau, Jonas 3 Lindholm, Mathias 3 Mammen, Enno 3 Schmidt, Klaus D. 3 Taylor, Greg 3 Antonio, Katrien 2 Badounas, Ioannis 2 Boratyńska, Agata 2 Chukhrova, Nataliya 2 Coll-Serrano, Vicente 2 Denuit, Michel 2 Heberle, Jochen 2 Hiabu, Munir 2 Johannssen, Arne 2 Kohn, Robert 2 Kuang, Di 2 Käärik, Meelis 2 Lindskog, Filip 2 Martinez Miranda, Maria Dolores 2 Moriconi, Franco 2 Nielsen, J. P. 2 Peters, Gareth W. 2 Pigeon, Mathieu 2 Pitselis, Georgios 2 Riegel, Ulrich 2 Szatkowski, Marcin 2 Tee, Liivika 2 Thomas, Anne 2 Verrall, Richard 2 Verrall, Richard J. 2 Viin, Rauno 2 Wahl, Felix 2
more ... less ...
Institution
All
Economics Group, Nuffield College, University of Oxford 4 Department of Economics, Oxford University 3 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Universität Ulm 1
Published in...
All
Insurance / Mathematics & economics 16 Risks : open access journal 10 Astin bulletin : the journal of the International Actuarial Association 8 Risks 8 Insurance: Mathematics and Economics 6 Scandinavian actuarial journal 5 Economics Papers / Economics Group, Nuffield College, University of Oxford 4 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 3 Economics Series Working Papers / Department of Economics, Oxford University 3 ASTIN bulletin : the journal of the International Actuarial Association 2 Economics discussion papers 2 Research paper series / Swiss Finance Institute 2 Swiss Finance Institute Research Paper 2 Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice 1 Computational Statistics 1 Dresdner Schriften zur Versicherungsmathematik 1 Global Business and Economics Review 1 IRZ : Zeitschrift für internationale Rechnungslegung 1 International journal of economics and finance 1 Journal of governance and regulation : international scientific journal 1 Mathematical Methods of Operations Research 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration 1 Romanian Statistical Review Supplement 1 Statistics and Econometrics Working Papers 1 Theoretical and Applied Economics 1
more ... less ...
Source
All
ECONIS (ZBW) 53 RePEc 21 EconStor 9
Showing 1 - 10 of 83
Cover Image
Mack's estimator motivated by large exposure asymptotics in a compound poisson setting
Engler, Nils; Lindskog, Filip - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10015055290
Saved in:
Cover Image
A three-factor market model for incorporating explicit general inflation in non-life claims reserving
Moriconi, Franco - In: Risks : open access journal 11 (2023) 10, pp. 1-32
In a recent paper "Stochastic Chain-Ladder Reserving with Modeled General Inflation", the effects of modeled general … "Stochastic Chain-Ladder Reserving with Modeled General Inflation", we repeat the application to claims reserving presented in …
Persistent link: https://www.econbiz.de/10014391753
Saved in:
Cover Image
Stochastic chain-ladder reserving with modeled general inflation
DeFelice, Massimo; Moriconi, Franco - In: Risks : open access journal 11 (2023) 12, pp. 1-31
studied in details referring to the stochastic chain-ladder provided by the Over-dispersed Poisson model. The application of …
Persistent link: https://www.econbiz.de/10014446788
Saved in:
Cover Image
Unbiased estimator for the ultimate claim prediction error in the chain-ladder model of Mack
Siegenthaler, Filippo - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 118-144
Persistent link: https://www.econbiz.de/10014306892
Saved in:
Cover Image
Collective reserving using individual claims data
Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012872642
Saved in:
Cover Image
One-year and ultimate reserve risk in Mack Chain Ladder model
Szatkowski, Marcin; Delong, Łukasz - In: Risks 9 (2021) 9, pp. 1-29
We investigate the relation between one-year reserve risk and ultimate reserve risk in Mack Chain Ladder model in a …
Persistent link: https://www.econbiz.de/10013200816
Saved in:
Cover Image
One-year and ultimate reserve risk in Mack Chain Ladder model
Szatkowski, Marcin; Delong, Łukasz - In: Risks : open access journal 9 (2021) 9, pp. 1-29
We investigate the relation between one-year reserve risk and ultimate reserve risk in Mack Chain Ladder model in a …
Persistent link: https://www.econbiz.de/10012612424
Saved in:
Cover Image
In-sample hazard forecasting based on survival models with operational time
Bischofberger, Stephan M. - In: Risks 8 (2020) 1, pp. 1-17
is a nonparametric continuous-time alternative to chain-ladder development factors in reserving and is used to forecast … outstanding liabilities. Hence, we provide an extension of the chain-ladder framework for claim numbers without the assumption of …
Persistent link: https://www.econbiz.de/10013200539
Saved in:
Cover Image
In-sample hazard forecasting based on survival models with operational time
Bischofberger, Stephan M. - In: Risks : open access journal 8 (2020) 1/3, pp. 1-17
is a nonparametric continuous-time alternative to chain-ladder development factors in reserving and is used to forecast … outstanding liabilities. Hence, we provide an extension of the chain-ladder framework for claim numbers without the assumption of …
Persistent link: https://www.econbiz.de/10012204339
Saved in:
Cover Image
Existence and uniqueness of chain ladder solutions
Taylor, Greg - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10011670352
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...