Stochastic Claims Reserving in General Insurance:Models and Methodoledgies

摘要：

　　In this article we review the main approaches extensively investigated for claims reserving in general insurance.We first introduce the models underlying the most-known Chain Ladder method and Bornhuetter-Ferguson method.Then we discuss their Bayesian versions,Generalized limear models for claims reserving and the bootstrap approaches to evaluating the variabilty of predicted/estimated reserves are reviewed also.In addition.we conclude the paper by introducing the multivariate version for claims reserving methods.

作者: Jinlong HUANG Xianyi WU

作者单位: Department of Statistics and Actuarial Science East China Normal University

会议类型: 国内会议

会议名称: 2012中国保险与风险管理国际年会

会议地点: 青岛

会议语种:英文

页码: 694-724

在线出版日期: 2012-07-18（万方平台首次上网日期，不代表论文的发表时间）