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Volumn 42, Issue 1, 2008, Pages 389-395

Estimation of loss reserves with lognormal development factors

Author keywords

Development factors; Lognormal distribution; Unbiased estimation

Indexed keywords


EID: 38649097838     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.04.006     Document Type: Article
Times cited : (3)

References (13)
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  • 3
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    • De Alba, E.1
  • 4
    • 0011949463 scopus 로고    scopus 로고
    • Analytic and bootstrap estimates of prediction errors in claims reserving
    • England P.D., and 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.D.1    Verrall, R.J.2
  • 5
    • 0242649021 scopus 로고    scopus 로고
    • Stochastic claims reserving in general insurance
    • England P.D., and Verrall R.J. Stochastic claims reserving in general insurance. British Actuarial Journal 8 3 (2002) 443-518
    • (2002) British Actuarial Journal , vol.8 , Issue.3 , pp. 443-518
    • England, P.D.1    Verrall, R.J.2
  • 7
    • 0000801611 scopus 로고
    • On the distribution of a variate whose algorithm is normally distributed
    • Finney D.J. On the distribution of a variate whose algorithm is normally distributed. Journal of the Royal Statistical Society Suppl. 7 (1941) 155-161
    • (1941) Journal of the Royal Statistical Society , Issue.SUPPL. 7 , pp. 155-161
    • Finney, D.J.1
  • 8
    • 38649129574 scopus 로고
    • An estimate of statistical variation in development factor methods
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    • (1985) Proceedings of the Casualty Actuarial Society , vol.72 , pp. 25-43
    • Hayne, R.M.1
  • 9
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    • Distribution-free calculation of the standard error of chain ladder reserve estimates
    • Mack T. Distribution-free calculation of the standard error of chain ladder reserve estimates. ASTIN Bulletin 23 2 (1993) 213-225
    • (1993) ASTIN Bulletin , vol.23 , Issue.2 , pp. 213-225
    • Mack, T.1
  • 10
    • 0001802997 scopus 로고
    • Second moments of estimates of outstanding claims
    • Taylor G.C., and Ashe F.R. Second moments of estimates of outstanding claims. Journal of Econometrics 23 1 (1983) 37-61
    • (1983) Journal of Econometrics , vol.23 , Issue.1 , pp. 37-61
    • Taylor, G.C.1    Ashe, F.R.2
  • 12
    • 0002888466 scopus 로고
    • On the estimation of reserves from loglinear models
    • Verrall R.J. On the estimation of reserves from loglinear models. Insurance: Mathematics and Economics 10 1 (1991) 75-80
    • (1991) Insurance: Mathematics and Economics , vol.10 , Issue.1 , pp. 75-80
    • Verrall, R.J.1
  • 13
    • 38649118660 scopus 로고    scopus 로고
    • Wiser, R.F., 2001. Foundations of Casualty Actuarial Science. Casualty Actuarial Society (Chapter 5)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.