메뉴 건너뛰기




Volumn 34, Issue 1, 2004, Pages 23-35

Modeling zeros in stochastic reserving models

(1)  Kunkler, Michael a  

a NONE   (United Kingdom)

Author keywords

Claims reserving; Mixture models; Stochastic reserving models

Indexed keywords


EID: 0842346913     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2003.09.011     Document Type: Article
Times cited : (5)

References (11)
  • 3
    • 0011949463 scopus 로고    scopus 로고
    • Analytic and bootstrap estimates of prediction errors in claims reserving
    • England P. Verrall R.J. Analytic and bootstrap estimates of prediction errors in claims reserving Insurance: Mathematics and Economics 25 1999 281-293
    • (1999) Insurance: Mathematics and Economics , vol.25 , pp. 281-293
    • England, P.1    Verrall, R.J.2
  • 6
    • 0011518331 scopus 로고
    • IBNR claims and the two way model of ANOVA
    • 1982
    • Kremer, E., 1982. IBNR claims and the two way model of ANOVA. Scandinavian Actuarial Journal 1982 (1), 47-55.
    • (1982) Scandinavian Actuarial Journal , Issue.1 , pp. 47-55
    • Kremer, E.1
  • 7
    • 0001707477 scopus 로고
    • Which stochastic model is underlying the chain ladder method?
    • Mack B. Which stochastic model is underlying the chain ladder method? Insurance: Mathematics and Economics 15 1994 133-138
    • (1994) Insurance: Mathematics and Economics , vol.15 , pp. 133-138
    • Mack, B.1
  • 9
    • 0842316461 scopus 로고
    • A stochastic model underlying the chain ladder techniquey
    • Proceedings of the XXV ASTIN Colloquium, Cannes
    • Renshaw, A.E., Verrall, R.J., 1994. A stochastic model underlying the chain ladder technique. In: Proceedings of the XXV ASTIN Colloquium, Cannes.
    • (1994)
    • Renshaw, A.E.1    Verrall, R.J.2
  • 10
    • 0346647420 scopus 로고
    • The chain ladder technique - A stochastic model
    • Institute of Actuaries, London
    • Zehnwirth, B., 1989. The chain ladder technique - a stochastic model. Claims Reserving Manual, vol. 2. Institute of Actuaries, London, pp. 2-9.
    • (1989) Claims Reserving Manual , vol.2 , pp. 2-9
    • Zehnwirth, B.1
  • 11
    • 0842295089 scopus 로고
    • Probabilistic development factor models with applications to loss reserve variability, prediction intervals and risk based capital
    • Zehnwirth, B., 1994. Probabilistic development factor models with applications to loss reserve variability, prediction intervals and risk based capital. Casualty Actuarial Society Forum, vol. 2, 1994.
    • (1994) Casualty Actuarial Society Forum , vol.2 , pp. 1994
    • Zehnwirth, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.