Double chain ladder, claims development inflation and zero-claims

Author： Martínez Miranda MaríA Dolores   Nielsen Jens Perch   Verrall Richard   Wüthrich Mario V.  

Publisher： Taylor & Francis Ltd

E-ISSN： 1651-2030|2015|5|383-405

ISSN： 0346-1238

Source： Scandinavian Actuarial Journal, Vol.2015, Iss.5, 2015-07, pp. : 383-405

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

Uncertainty of the claims development result in the chain ladder method

By Wuthrich Mario  

Scandinavian Actuarial Journal, Vol. 2009, Iss. 1, 2009-03 ,pp. : 63-84

Taylor & Francis Ltd

Access to resources Recommend Favorite

Diagonal effects in claims reserving

By Jessen Anders Hedegaard  

Scandinavian Actuarial Journal, Vol. 2011, Iss. 1, 2011-03 ,pp. : 21-37

Taylor & Francis Ltd

Access to resources Recommend Favorite

The merits of pooling claims revisited

By Gatzert Nadine   Schmeiser Hato  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 13, Iss. 3, 2012-05 ,pp. : 184-198

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

The geometric chain-ladder

By Kuang D.   Nielsen B.   Nielsen J.P.  

Scandinavian Actuarial Journal, Vol. 2015, Iss. 3, 2015-04 ,pp. : 278-300

Taylor & Francis Ltd

Access to resources Recommend Favorite

Theory of Storage and the Pricing of Commodity Claims

By Nielsen Martin J.   Schwartz Eduardo S.  

Review of Derivatives Research, Vol. 7, Iss. 1, 2004-01 ,pp. : 5-24

Springer Publishing Company

Access to resources Recommend Favorite