Open Access

Estimation and Calculation Procedures of the Technical Provisions for Outstanding Insurance Claims


Cite

[1] Brosemer, M. (2011): Treatment of Technical provisions under solvency, Munich Re, Solvency Consulting Knowledge Series, p.1-8.Search in Google Scholar

[2] GDV (Gesamtverband der Deutschen Versicherungswirtschaft e. V.) (2011): Methoden zur Schätzung von Schaden- und Prämienrückstellungen in der Kompositversicherung Überarbeitete Fassung.http://www.gdv.de/wpcontent/uploads/2011/11/Broschuere_Schaden_und_Praemienrueckstellungen_in_der_Kompositversicherung_2011.pdf Search in Google Scholar

[3] Kaas, R., Goovaerts, M., Dhaene, J., Deniut, M. (2001): Modern Actuarial Risk Theory. Kluwer Academic Publishers, Dordrecht.Search in Google Scholar

[4] Kremer (1982): IBNR-Claims and the Two-Way Model of ANOVA. Scand.Act.J., Vol.1, p.47-55.10.1080/03461238.1982.10405432Search in Google Scholar

[5] Norberg, R. (1993): Prediction of Outstanding Liabilities in Non-Life Insurance, ASTIN Bulletin,Vol 23, No 1, p. 95-115. http://dx.doi.org/10.2143/AST.23.1.2005103 10.2143/AST.23.1.2005103Search in Google Scholar

[6] Schiegl, M. (2002): On the Safety Loading for Chain Ladder Estimates: A Monte Carlo Simulation Study, ASTIN Bulletin, Vol. 32, No. 107.Search in Google Scholar

[7] Schmidt, K. (2006): Methods and Models of Loss Reserving Based on Run-off Triangles: A Unifying Survey. In: Casualty Actuarial Society Forum Fall 2006, 269 - 317.Search in Google Scholar

[8] Schmidt, K. (2008): Bornhuetter-Ferguson as a General Principle of Loss Reserving, ASTIN Manchester, July 14-16.Search in Google Scholar

[9] Quarg, G. (2004): Munich Chain Ladder, Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik, Vol. 26, No. 4, 2004, p. 597-630.Search in Google Scholar

[10] Verrall, R. (1991): Statistical Methods for the Chain Ladder Technique, ASTIN Bulletin, Vol. 20, No. 2, p. 393-446. Search in Google Scholar

eISSN:
2255-8691
Language:
English