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The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas

Published online by Cambridge University Press:  07 February 2018

Elja Arjas
Elja Arjas*
Affiliation:
University of Oulu, Finland
*
Department of Applied Mathematics and Statistics, University of Oulu, 90570 Oulu, Finland.
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Abstract

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We present some relatively simple structural ideas about how probabilistic modeling, and in particular, the modern theory of point processes and martingales, can be used in the estimation of claims reserves.

Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 19 , Issue 2 , November 1989 , pp. 139 - 152
Copyright
Copyright © International Actuarial Association 1989

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