Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models
In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. Moreover, the actuaries often make ad hoc adjustments...
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| Format: | Doctoral Thesis |
| Language: | English |
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Stockholms universitet, Matematiska institutionen
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-55347 http://nbn-resolving.de/urn:isbn:978-91-7447-255-4 |