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Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result
10 references·0 citing·23 second hop
Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result (2009)Recursive Credibility Formula for Chain L…The one-year non-life insurance risk (2009)The one-year non-life insuran…Uncertainty of the claims development result in the chain ladder method (2008)Uncertainty of the claims dev…Stochastic claims reserving methods in insurance (2008)Stochastic claims reserving m…Modelling The Claims Development Result For Solvency Purposes (2008)Modelling The Claims Developm…Credibility for the Chain Ladder Reserving Method (2008)Credibility for the Chain Lad…The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (2006)The Mean Square Error of Pred…The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (2006)The Mean Square Error of Pred…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…Stochastic Simulation (1987)Stochastic SimulationRecursive credibility estimation (1981)Recursive credibility estimat…Cost of Capital (1986)Stochastic Claims Reserving in General Insurance (2002)A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments (2011)On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins (2018)Experience Rating and Credibility (1967)Exponential smoothing and credibility theory (1982)Credibility estimators with geometric weights (1988)Credibility Models with Time-Varying Trend Components (1991)The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (1999)The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment (2006)Prediction Error of the Multivariate Chain Ladder Reserving Method (2008)Market-Consistent Actuarial Valuation (2010)Dependence modelling in multivariate claims run-off triangles (2012)A new approach to the credibility formula (2009)Chain ladder method: Bayesian bootstrap versus classical bootstrap (2010)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Machine Learning for Financial Risk Management: A Survey (2020)Impulse response analysis in nonlinear multivariate models (1996)Model-Based Geostatistics (1998)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009)Dependent Loss Reserving using Copulas (2011)Micro-level stochastic loss reserving for general insurance (2013)
this work references cited by second hop

References

  • 1987Stochastic Simulation2,240 cited
  • 1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited
  • 2008Stochastic claims reserving methods in insurance289 cited
  • 2006The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)73 cited
  • 2008Modelling The Claims Development Result For Solvency Purposes70 cited
  • 2009The one-year non-life insurance risk62 cited
  • 1981Recursive credibility estimation55 cited
  • 2008Credibility for the Chain Ladder Reserving Method49 cited
  • 2006The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)43 cited
  • 2008Uncertainty of the claims development result in the chain ladder method35 cited

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