A Maximum likelihood approach for uncertain volumes
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| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20260001654 | ||
| 003 | MAP | ||
| 005 | 20260202101800.0 | ||
| 008 | 260129e20250512bel|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20140007493$aRiegel, Ulrich | |
| 245 | 1 | 2 | $aA Maximum likelihood approach for uncertain volumes$cUlrich Riegel |
| 520 | $aClassical reserving methods are based on loss development triangles. Chain ladder, which is the most widely used approach globally, does not require any additional data. In contrast, other reserving methods can incorporate supplementary information to enhance the prediction of future claim developments. One such method is the loss ratio method, also known as the additive method, which uses volumes as an additional input.The additive reserving model assumes the existence of volume measures such that the corresponding expected loss ratios are identical for all accident years. While classical literature assumes these volumes are known, in practice, accurate volume measures are often unavailable | ||
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080629618$aReservas técnicas para siniestros | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080553128$aAlgoritmos | |
| 650 | 4 | $0MAPA20120011137$aPredicciones estadísticas | |
| 650 | 4 | $0MAPA20190006675$aReservas de capital | |
| 650 | 4 | $0MAPA20080611613$aModelos probabílisticos | |
| 710 | 2 | $0MAPA20100017661$aInternational Actuarial Association | |
| 773 | 0 | $wMAP20077000420$g12/05/2025 Volume 55 Issue 2 - may 2025 , p. 287 - 312$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |