Double chain ladder, claims development inflation and zero claims

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Author
Martínez-Miranda, María Dolores
Nielsen, Jens Perch
Verrall, Richard
Wüthrich, Mario V.
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Date
2015
Type
    Journal Article
Publication status
published
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Journal / series
Scandinavian Actuarial Journal
Volume
2015(5)
Pages / Article No.
383 - 405
Publisher
Taylor & Francis
Subject
Prior knowledge; Claims reserves; Reserve risk; Over-dispersed poisson model; Cash flow; Bootstrap
Organisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)  
Notes
Received 22 August 2012, Accepted 4 July 2013, Published online 19 August 2013.
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