Abstract
and have discussed and illustrated a number of different models for the estimation of outstanding claims liability. Table 5.1 summarises the numerical results obtained.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Bornhuetter, RL and Ferguson RE. The actuary and IBNR. Proceedings of the Casualty Actuarial Society, 1972;59:181–195.
Bühlmann, H. Chain Ladder, Cape Cod and Complementary Loss Ratio, International Summer School, 1983, unpublished.
Stanard, JN. A simulation test of prediction errors of loss reserve estimation techniques. Proceedings of the Casualty Actuarial Society, 1985;72:124–153.
Straub, E. Non-Life Insurance Mathematics, Springer-Verlag, Berlin, 1988.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2000 Springer Science+Business Media New York
About this chapter
Cite this chapter
Taylor, G. (2000). Combination of Deterministic Estimates of Liability. In: Loss Reserving. Huebner International Series on Risk, Insurance and Economic Security, vol 21. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-4583-5_5
Download citation
DOI: https://doi.org/10.1007/978-1-4615-4583-5_5
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-7070-3
Online ISBN: 978-1-4615-4583-5
eBook Packages: Springer Book Archive