کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5077380 1374127 2008 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimation of loss reserves with lognormal development factors
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Estimation of loss reserves with lognormal development factors
چکیده انگلیسی
This paper uses a development technique to estimate the loss reserve in a classical run-off triangle setting. Closed-form solutions for unbiased estimates of reserves and their corresponding standard errors can be obtained by assuming lognormal distributions of the development factors. The technique is applied to the Bornhuetter-Ferguson method [Bornhuetter, R.L., Ferguson, R.E., 1972. The actuary and IBNR. Proc. Casualty Actuarial Soc. 59, 181-195] and to two previously studied data sets.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 42, Issue 1, February 2008, Pages 389-395
نویسندگان
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