Results 11 to 20 of about 70,772 (294)
Loss Reserving Using Loss Aversion Functions [PDF]
SSRN Electronic Journal, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Choo, Weihao, De Jong, Piet
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Confidence bounds for discounted loss reserves [PDF]
Insurance: Mathematics and Economics, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hoedemakers, Tom +3 more
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Advantages and disadvantages of loss reserving methods in non-life insurance [PDF]
Yugoslav Journal of Operations Research, 2019 We analyse characteristics of the three most commonly used methods for estimating loss reserves in non life insurance: the chain ladder method, the loss ratio method, and the Bornhuetter-Ferguson method.
Kočović Jelena +2 more
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Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving
Risks, 2021 In stochastic claims reserving, state space models have been used for almost 40 years to forecast loss reserves and to compute their mean squared error of prediction.
Nataliya Chukhrova, Arne Johannssen
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Model Error (or Ambiguity) and Its Estimation, with Particular Application to Loss Reserving
Risks, 2023 This paper is concerned with the estimation of forecast error, particularly in relation to insurance loss reserving. Forecast error is generally regarded as consisting of three components, namely parameter, process and model errors.
Greg Taylor, Gráinne McGuire
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Micro-Level Stochastic Loss Reserving [PDF]
SSRN Electronic Journal, 2010 To meet future liabilities general insurance companies will set-up reserves. Predicting future cash-flows is essential in this process. Actuarial loss reserving methods will help them to do this in a sound way. The last decennium a vast literature about stochastic loss reserving for the general insurance business has been developed.
Antonio, K., Plat, R.
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On the impact of outliers in loss reserving
European Actuarial Journal, 2023 AbstractThe sensitivity of loss reserving techniques to outliers in the data or deviations from model assumptions is a well known challenge. It has been shown that the popular chain-ladder reserving approach is at significant risk to such aberrant observations in that reserve estimates can be significantly shifted in the presence of even one outlier ...
Avanzi, B +3 more
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Penalising Unexplainability in Neural Networks for Predicting Payments per Claim Incurred
Risks, 2019 In actuarial modelling of risk pricing and loss reserving in general insurance, also known as P&C or non-life insurance, there is business value in the predictive power and automation through machine learning.
Jacky H. L. Poon
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Stable-1/2 Bridges and Insurance [PDF]
, 2014 We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss.
Hoyle, Edward +2 more
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Risks Special Issue on “Granular Models and Machine Learning Models”
Risks, 2019 It is probably fair to date loss reserving by means of claim modelling from the late 1960s [...]
Greg Taylor
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