Stochastic claims reserving methods in insurance

Stochastic claims reserving methods in insurance / Mario V. Wüthrich and Michael Merz.

Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability...

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Bibliographic Details
Main Author: Wüthrich, Mario V.
Other Authors: Merz, Michael
Format: eBook
Language:English
Published: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2008.
Series:Wiley finance series.
Subjects:
Insurance claims > Mathematical models.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Insurance claims > Mathematical models
Assegurances.
Models matemàtics.
Llibres electrònics.
Online Access:Click for online access
Table of Contents:
  • Stochastic Claims Reserving Methods in Insurance; Contents; Preface; Acknowledgement; 1 Introduction and Notation; 2 Basic Methods; 3 Chain-Ladder Models; 4 Bayesian Models; 5 Distributional Models; 6 Generalized Linear Models; 7 Bootstrap Methods; 8 Multivariate Reserving Methods; 9 Selected Topics I: Chain-Ladder Methods; 10 Selected Topics II: Individual Claims Development Processes; 11 Statistical Diagnostics; Appendix A: Distributions; Bibliography; Index.

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