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Scandinavian Actuarial Journal Volume 2015, 2015 - Issue 5
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Articles

Double chain ladder, claims development inflation and zero-claims

MaríA Dolores Martínez MirandaCass Business School, City University London, London, UK.
,
Jens Perch NielsenCass Business School, City University London, London, UK.Correspondence[email protected]
,
Richard VerrallCass Business School, City University London, London, UK.
&
Mario V. WüthrichRiskLab Switzerland, Zürich, Switzerland.
Pages 383-405 | Accepted 04 Jul 2013, Published online: 19 Aug 2013

Citations (13)

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Mario V. Wüthrich. (2018) Machine learning in individual claims reserving. Scandinavian Actuarial Journal 2018:6, pages 465-480.
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Articles from other publishers (12)

Amir T. Payandeh Najafabadi & Fatemeh Atatalab. (2023) The effect of reinsurance treaties on the cedent loss reserving. Journal of Modelling in Management 19:1, pages 288-310.
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Fatemeh Atatalab & Amir T Payandeh Najafabadi. (2023) On impact of largest claims reinsurance treaties on the ceding company’s loss reserve. Annals of Actuarial Science, pages 1-30.
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Andrea Gabrielli. (2021) An individual claims reserving model for reported claims. European Actuarial Journal 11:2, pages 541-577.
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Guangyuan Gao, Shengwang Meng & Yanlin Shi. (2021) Dispersion modelling of outstanding claims with double Poisson regression models. Insurance: Mathematics and Economics 101, pages 572-586.
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Michel Denuit & Yang Lu. (2020) Wishart‐gamma random effects models with applications to nonlife insurance. Journal of Risk and Insurance 88:2, pages 443-481.
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Valandis Elpidorou, Carolin Margraf, María Dolores Martínez-Miranda & Bent Nielsen. (2019) A Likelihood Approach to Bornhuetter–Ferguson Analysis. Risks 7:4, pages 119.
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Shi Zhao, Hang Dong, Jing Qin, Huazhang Liu, Yan Li, Yuanyuan Chen, Alex Molassiotis, Daihai He, Guozhen Lin & Lin Yang. (2019) Breast cancer mortality in Chinese women: does migrant status play a role?. Annals of Epidemiology 40, pages 28-34.e2.
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Shengwang Meng & Guangyuan Gao. (2018) COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE. ASTIN Bulletin 48:3, pages 1137-1156.
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Carolin Margraf, Valandis Elpidorou & Richard Verrall. (2018) Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data. Insurance: Mathematics and Economics 80, pages 54-65.
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Hyuk Sung Kwon & Uy Quoc Vu. (2017) Consideration of a structural-change point in the chain-ladder method. Communications for Statistical Applications and Methods 24:3, pages 211-226.
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Enno Mammen, María Dolores Martínez Miranda & Jens Perch Nielsen. (2015) In-sample forecasting applied to reserving and mesothelioma mortality. Insurance: Mathematics and Economics 61, pages 76-86.
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Guangyuan Gao & Shengwang Meng. (2017) Compound Poisson Claims Reserving Models: Extensions and Inference. SSRN Electronic Journal.
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