Centro de Documentacion de Fundación MAPFRE - Stochastic claims reserving methods in insurance

MAP20080046378

Stochastic claims reserving methods in insurance / Mario W. Wütrich, Michael Merz. — Sussex : John Wiley & Sons, 2008

424 p. ; 25 cm.

Sumario: Introduction and Notation -- Basic methods -- Chain ladder models -- Bayesian models -- Distributional models -- Generalized linear models -- Bootstrap methods -- Multivariate reserving methods -- Selected topics I: chain-ladder methods -- Selected topics II: individual claims development processes -- Statistical diagnostics -- Appendix

ISBN 978-0-470-72346-3

1. Matemática del seguro . 2. Matemática financiera . 3. Modelo estocástico . 4. Métodos actuariales . 5. Reservas técnicas para siniestros . 6. Indemnizaciones . I. Merz, Michael .

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 6 WÜT STO — Record number: 046241

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