Claim Amounts - Other Deterministic Models

  • Greg Taylor
Part of the Huebner International Series on Risk, Insurance and Economic Security book series (HSRI, volume 21)

Abstract

This chapter will make an attempt to remedy the very empirical nature of the chain ladder and separation methods on which comment has been made in Sections 3.2.4 and 3.3.4. This will be done by examining the mechanics of the claim process in a little greater detail.

Keywords

Volatility KoCi 

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References

  1. Bühlmann, H. Mathematical Methods in Risk Theory. Springer-Verlag, Berlin, 1970.Google Scholar
  2. Reid, DH. Claim reserves in general insurance. Journal of the Institute of Actuaries, 1978;105: 211–296.CrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Greg Taylor
    • 1
  1. 1.Taylor FryAustralia

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