Hostname: page-component-586b7cd67f-l7hp2 Total loading time: 0 Render date: 2024-11-26T03:05:04.118Z Has data issue: false hasContentIssue false
  • English
  • Français

Stochastic Claims Reserving in General Insurance. Abstract of the Discussion

Published online by Cambridge University Press:  10 June 2011

Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 8 , Issue 3 , 01 August 2002 , pp. 519 - 544
Copyright
Copyright © Institute and Faculty of Actuaries 2002

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Wilkie, A.D. (1995). More on a stochastic asset model for actuarial use. B.A.J. 1, 777–964.Google Scholar
Bailey, A. (1942). Sampling theory in casualty insurance. Proceedings of the Casualty Actuarial Society, XXIX.Google Scholar
Barnett, G., Kohn, R., & Sheather, S. (1997). Bayesian estimation of an autoregressive model using Markov chain Monte Carlo. Journal of Econometrics, 74, 237–254.CrossRefGoogle Scholar
Barnett, G. & Zehnwirth, B. (2000). Best estimates for reserves. Proceedings of the Casualty Actuarial Society, LXXVII. 245–321.Google Scholar
Dannenburg, D.R., Kaas, R. & Usman, L.N. (1998). Gegeneraliseerde lineaire modellen voor IBNR-driehoeken. Het Verzekerings Archief, Jaargang 75, 4e kwartaal 149–158.Google Scholar
Dickson, D.C.M., Tedesco, L. & Zehnwirth, D. (1998). Predictive aggregate claims distributions. Journal of Risk and Insurance, 65, 689–709.CrossRefGoogle Scholar
Venter, G. (1998). Testing assumptions of age-to-age factors. Proceedings of the Casualty Actuarial Society, LXXXV.Google Scholar
Zehnwirth, B. (1988). A generalization of the Kalman filter for models with state-dependent observation variance. Journal of the American Statistical Association, 83, 401, 164–167.CrossRefGoogle Scholar
Zehnwirth, B. (1994). Probabilistic development factor models with applications to loss reserve variability, prediction intervals and risk based capital. Casualty Actuarial Society, Spring Forum.Google Scholar
Ashe, F.R. (1986). An essay at measuring the variance of estimates of outstanding claim payments. ASTIN Bulletin, 16S, 99–113.CrossRefGoogle Scholar
Reid, D.H. (1978). Claim reserves in general insurance. J.I.A. 105, 211–296.Google Scholar
Taylor, G.C. (1988). Regression models in claims analysis: theory. Proceedings of the Casualty Actuarial Society, 74, 354–383.Google Scholar