One of the main tasks in non-life insurance is the prediction of outstanding loss liabilities for run-off portfolios. Additionally, the quantification of the prediction uncertainty is also of great interest. In this paper we look at this actuarial problem in a bivariate framework, i.e. we assume...

In the present paper we analyse how the estimators from Merz u. Wüthrich (2007) could be generalised to the case of N correlated run-off triangles. The simultaneous view on N correlated subportfolios is motivated by the fact, that in practice a run-off portfolio often has to be divided in...

In this paper we show how to quantify the uncertainty in the difference between the best estimate for the ultimate claim viewed at the beginning and at the end of one year. A second aspect in this paper is how bootstrapping techniques can be used to simulate these uncertainty for several...