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On the calculation of IBNR reserves II

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Registro MARC
Tag12Valor
LDR  00000nab a2200000 i 4500
001  MAP20071503844
003  MAP
005  20080418124006.0
007  hzruuu---uuuu
008  030609s1973 che|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎6
1001 ‎$0‎MAPA20080104788‎$a‎Kramreiter, H.
24510‎$a‎On the calculation of IBNR reserves II‎$c‎by H. Kramreiter and E. Straub
5208 ‎$a‎In 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
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65011‎$0‎MAPA20080598716‎$a‎Reservas matemáticas
65011‎$0‎MAPA20080626617‎$a‎Cálculo de provisiones técnicas
650 1‎$0‎MAPA20080537630‎$a‎IBNR
7001 ‎$0‎MAPA20080017378‎$a‎Straub, E.
7102 ‎$0‎MAPA20080455149‎$a‎Association des Actuaires Suisses
7730 ‎$g‎Heft 2, 1973 ; p. 177-190‎$t‎Mitteilungen : Bulletin de l'Association des Actuaires Suisses‎$d‎Zurich : Association des Actuaires Suisses