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Handbook on loss reserving /

This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional methods, it also includes a description of more recent ones and a discussion of certain problems occurring in actuarial practice, like inflation, scarce data, large claims, slow loss development, the use of...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Radtke, Michael (Editor ), Schmidt, Klaus D., 1951- (Editor ), Schnaus, Anja (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Alemán
Publicado: Switzerland : Springer, 2016.
Colección:EAA Series.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Additive Method
  • Aggregation
  • Bornhuetter-Ferguson Method
  • Bornhuetter-Ferguson Principle
  • Cape Cod Method
  • Chain-Ladder Method (Basics)
  • Chain-Ladder Method (Models)
  • Chain-Ladder Method (Prediction Error)
  • Collective Model
  • Controlling
  • Credibility Models (Basics)
  • Credibility Models (Loss Reserving)
  • Development Patterns (Basics)
  • Development Patterns (Estimation)
  • Expected-Loss Method
  • Grossing-Up Method
  • Linear Models (Basics)
  • Linear Models (Loss Reserving)
  • Lognormal Loglinear Model (Basics)
  • Lognormal Loglinear Model (Loss Reserving)
  • Loss-Development Method
  • Loss Ratios
  • Marginal Sum Method
  • Multinomial Model
  • Multiplicative Model
  • Multivariate Methods
  • Munich Chain-Ladder Method
  • Paid & Incurred Problem
  • Panning Method
  • Poisson Model
  • Reinsurance
  • Run-Off Data
  • Run-Off Triangles
  • Separation Method
  • Simulation
  • Solvency II
  • Tail Estimation
  • Volume Measures
  • Probability Distributions
  • References
  • List of Symbols
  • List of Contributors
  • Author Index
  • Subject Index.