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dc.contributor.author
Verrall, Richard J.
dc.contributor.author
Wüthrich, Mario V.
dc.date.accessioned
2019-09-12T11:50:22Z
dc.date.available
2017-06-12T14:43:49Z
dc.date.available
2019-09-11T09:52:30Z
dc.date.available
2019-09-12T11:50:22Z
dc.date.issued
2016
dc.identifier.other
10.3390/risks4030025
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/121851
dc.identifier.doi
10.3929/ethz-b-000121851
dc.description.abstract
The aim of this paper is to understand and to model claims arrival and reporting delay in general insurance. We calibrate two real individual claims data sets to the statistical model of Jewell and Norberg. One data set considers property insurance and the other one casualty insurance. For our analysis we slightly relax the model assumptions of Jewell allowing for non-stationarity so that the model is able to cope with trends and with seasonal patterns. The performance of our individual claims data prediction is compared to the prediction based on aggregate data using the Poisson chain-ladder method.
en_US
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
MDPI
en_US
dc.rights.uri
http://creativecommons.org/licenses/by/4.0/
dc.subject
Claims arrival
en_US
dc.subject
Reporting delay function
en_US
dc.subject
Individual claims data
en_US
dc.subject
Granular claims data
en_US
dc.subject
Claims reserving
en_US
dc.subject
Poisson chain-ladder method
en_US
dc.title
Understanding Reporting Delay in General Insurance
en_US
dc.type
Journal Article
dc.rights.license
Creative Commons Attribution 4.0 International
dc.date.published
2016-07-08
ethz.journal.title
Risks
ethz.journal.volume
4
en_US
ethz.journal.issue
3
en_US
ethz.pages.start
25
en_US
ethz.size
36 p.
en_US
ethz.version.deposit
publishedVersion
en_US
ethz.identifier.wos
ethz.publication.place
Basel
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.date.deposited
2017-06-12T14:44:42Z
ethz.source
ECIT
ethz.identifier.importid
imp593654cf526da52534
ethz.ecitpid
pub:184111
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2017-08-02T12:27:22Z
ethz.rosetta.lastUpdated
2024-02-02T09:20:57Z
ethz.rosetta.versionExported
true
ethz.COinS
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