Handbook on Loss Reserving

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Radtke, Michael (Επιμελητής έκδοσης), Schmidt, Klaus D. (Επιμελητής έκδοσης), Schnaus, Anja (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: EAA Series,
• Θέματα: Mathematics.; Insurance.; Actuarial science.; Statistics.; Actuarial Sciences.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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...

Πίνακας περιεχομένων:

• 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.