Stochastic Claims Reserving Methods with State Space Representations: A Review
Stochastic Claims Reserving Methods with State Space Representations: A Review
About this item
Full title
Author / Creator
Publisher
Basel: MDPI AG
Journal title
Language
English
Formats
Publication information
Publisher
Basel: MDPI AG
Subjects
More information
Scope and Contents
Contents
Often, the claims reserves exceed the available equity of non-life insurance companies and a change in the claims reserves by a small percentage has a large impact on the annual accounts. Therefore, it is of vital importance for any non-life insurer to handle claims reserving appropriately. Although claims data are time series data, the majority of...
Alternative Titles
Full title
Stochastic Claims Reserving Methods with State Space Representations: A Review
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_doaj_primary_oai_doaj_org_article_3fa5277fc74a4edf966911cef0de49a5
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_3fa5277fc74a4edf966911cef0de49a5
Other Identifiers
ISSN
2227-9091
E-ISSN
2227-9091
DOI
10.3390/risks9110198
