Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited

Publisher： Cambridge University Press

E-ISSN： 1783-1350|39|1|81-99

ISSN： 0515-0361

Source： ASTIN Bulletin, Vol.39, Iss.1, 2009-05, pp. : 81-99

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Credible Claims Reserves: the Benktander Method

By  

ASTIN Bulletin, Vol. 30, Iss. 2, 2000-11 ,pp. : 333-347

Cambridge University Press

Access to resources Recommend Favorite

Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims

By  

ASTIN Bulletin, Vol. 39, Iss. 1, 2009-05 ,pp. : 35-60

Cambridge University Press

Access to resources Recommend Favorite

A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves

By  

ASTIN Bulletin, Vol. 21, Iss. 1, 1991-04 ,pp. : 93-109

Cambridge University Press

Access to resources Recommend Favorite

The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)

By  

ASTIN Bulletin, Vol. 36, Iss. 2, 2006-11 ,pp. : 521-542

Cambridge University Press

Access to resources Recommend Favorite

Excess of Loss Reinsurance with Reinstatements Revisited

By  

ASTIN Bulletin, Vol. 35, Iss. 1, 2005-05 ,pp. : 211-238

Cambridge University Press

Access to resources Recommend Favorite