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Taking the one-year view

Recurso electrónico / Electronic resource
MAP20200020301
Scarth, Robert
Taking the one-year view / Robert Scarth
Sumario: Traditionally, actuaries analysing claims reserves seek a point estimate of the future claims payments. This is often calculated using a fairly simple method such as the basic chain ladder or the Bornhuetter- Ferguson method, and judgment is frequently used to adjust the methods
En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/06/2020 Número 5 - junio 2020 , p. 28-29
1. Cálculo actuarial . 2. Modelo estocástico . 3. Control estocástico . 4. Riesgos emergentes . 5. Modelos de simulación . I. Título.