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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

The ffect of reinsurance treaties on the cedent loss reserving

Najafabadi, Amir T. Payandeh; Atatalab, Fatemeh - In: Journal of modelling in management 19 (2024) 1, pp. 288-310

Persistent link: https://www.econbiz.de/10014486338

On impact of largest claims reinsurance treaties on the ceding company's loss reserve

Atatalab, Fatemeh; Najafabadi, Amir T. Payandeh - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 2, pp. 328-357

Persistent link: https://www.econbiz.de/10014320062

Factor analysis regression for predictive modeling with high-dimensional data

Carter, Randy L.; Michael, Netsanet - In: Journal of quantitative economics 20 (2022), pp. 115-132

Persistent link: https://www.econbiz.de/10013441609

Neural network embedding of the over-dispersed Poisson reserving model

Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2020 (2020) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10012195016

Modified Munich chain-ladder method

Merz, Michael; Wüthrich, Mario V. - In: Risks 3 (2015) 4, pp. 624-646

The Munich chain-ladder method for claims reserving was introduced by Quarg and Mack on an axiomatic basis. We analyze these axioms, and we define a modified Munich chain-ladder method which is based on an explicit stochastic model. This stochastic model then allows us to consider claims...

Persistent link: https://www.econbiz.de/10011709543

Modified Munich chain-ladder method

Merz, Michael; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 4, pp. 624-646

Persistent link: https://www.econbiz.de/10011408600

Calendar year effect modeling for claims reserving in HGLM

Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 763-786

Persistent link: https://www.econbiz.de/10012125147

The reserve uncertainties in the chain ladder model of mack revisited

Gisler, Alois - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 787-821

Persistent link: https://www.econbiz.de/10012125164

Full Bayesian analysis of claims reserving uncertainty

Peters, Gareth; Targino, Rodrigo S.; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 73 (2017), pp. 41-53

Persistent link: https://www.econbiz.de/10011702044

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