The problems of the outstanding claims reserve and the IBNR claims reserve - a queuing model method
暂无分享,去创建一个
[1] Klaus D. Schmidt,et al. An Extension of Mack's Model for the Chain Ladder Method , 1996, ASTIN Bulletin.
[2] Greg Taylor,et al. Second moments of estimates of outstanding claims , 1983 .
[3] J. Doob. Stochastic processes , 1953 .
[4] W. R. Buckland,et al. Distributions in Statistics: Continuous Multivariate Distributions , 1974 .
[5] Kenneth S. Kaminsky,et al. Prediction of IBNR claim counts by modelling the distribution of report lags , 1987 .
[6] T. Herbst. An application of randomly truncated data models in reserving IBNR claims , 1999 .
[7] L. Doray. UMVUE of the IBNR reserve in a lognormal linear regression model , 1996 .
[8] Alfred Müller,et al. MODELING AND COMPARING DEPENDENCIES IN MULTIVARIATE RISK PORTFOLIOS , 1998 .
[9] Greg Taylor. Claims reserving in non-life insurance , 1985 .
[10] Klaus D. Schmidt. Non-optimal prediction by the chain ladder method , 1997 .