Search
Documentation Center

On the calculation of IBNR reserves II
Fichero PDF / PDF file
MAP20071503844
Kramreiter, H. ‌
On the calculation of IBNR reserves II / by H. Kramreiter and E. Straub
In direct insurance as well as in reinsurance it is suitable to use a combination of individual claims handling and a blanket method to calculate IBNR-reserves: the largest and most complex cases are reserved individually whereas the remaining "unproblematic" losses are treated as a whole on the basis of experience. The authors limit ourselves to this second, purely statistical problem and use the minimum-variance-method of estimating "correct" reserves derived in
En: Mitteilungen : Bulletin de l'Association des Actuaires Suisses. - Zurich : Association des Actuaires Suisses. - Heft 2, 1973 ; p. 177-190
1. Matemática del seguro ‌. 2. Reservas matemáticas ‌. 3. Cálculo de provisiones técnicas ‌. 4. IBNR ‌. I. Straub, E. ‌. II. Association des Actuaires Suisses ‌. III. Title.