On the distribution of IBNR reserves

Insurance: Mathematics and Economics

Volumn 25, Issue 1, 1999, Pages 1-9

  Goovaerts, Marc ^a   Redant, Hendrik ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Extremal element; IBNR reserves; Stop loss ordering

Indexed keywords

EID: 0002035961     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00008-6     Document Type: Article

References (4)

1. Bäuerle N., Müller A. Modelling and comparing dependencies in multivariate risk portfolio's. Astin Bulletin. 28(1):1998;59-61.
2. Goovaerts, M.J., Kaas, R., van Heerwaarden, A., Bauwelinckx, T., Effective Actuarial Methods, Insurance Series vol. 3, North-Holland, Amsterdam.
3. Doray L.G. UMVUE of the IBNR reserve in a lognormal linear regression model. Insurance Mathematics and economics. 18(1):1996;43-58.
4. Barnett, G., Zehnwirth, B., 1998. Best estimates for reserves, Casualty Actuarial Society Forum, 1-54.