Estimation of Tail Development Factors in the Paid-Incurred Chain Reserving Method

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Autor(in)
Wüthrich, Mario V.
Merz, Michael
Datum
2013
Typ
    Journal Article
Publikationsstatus
published
Zeitschrift / Serie
Variance
Band
7(1)
Seiten / Artikelnummer
61 - 73
Verlag
Casualty Actuarial Society
Thema
Tail factors; Claims reserving; Paid-incurred chain; Outstanding loss liabilities; PIC model; Claims development triangle; Ultimate claim prediction; Prediction uncertainty; MSEP
Organisationseinheit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)  
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