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...
| Uniform Title: | Handbuch zur Schadenreservierung. English |
|---|---|
| Other Authors: | Radtke, Michael,, Schmidt, Klaus D., 1951-, Schnaus, Anja,, SpringerLink (Online Service) |
| Format: | eBook |
| Language: | English German |
| Published: |
Switzerland :
Springer,
2016.
|
| Physical Description: |
1 online resource. |
| Series: |
EAA Series.
|
| Subjects: |
Table of Contents:
- 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.