Centro de Documentacion de Fundación MAPFRE - On the calculation of IBNR reserves II

Notes: 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 inRelated records: En: Mitteilungen : Bulletin de l'Association des Actuaires Suisses. - Zurich : Association des Actuaires Suisses. - Heft 2, 1973 ; p. 177-190Materia / lugar / evento: Matemática del seguro Reservas matemáticas Cálculo de provisiones técnicas IBNR Otros autores: Straub, E.
Association des Actuaires Suisses
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