Sumários
Loss Reserving
7 Maio 2021, 10:00 • Walther Neuhaus
More Benktander
Calibration and prediction from separate sources
Introducing the Bühlmann-Straub model
Prediction and parameter estimation
Briefly about Hesselager- Witting model (no details)
Quick&dirty comparison of model assumptions
Loss Reserving
6 Maio 2021, 08:00 • Walther Neuhaus
Exposure
Tail extension
Claim amount estimation by
BF
CL
Introducing Benktander's method
First words on Bühlmann-Straub model
Loss Reserving
5 Maio 2021, 08:00 • Walther Neuhaus
Claim number models - more systematic
Derivation of BF and CL by maximum likelihood
Loss Reserving
4 Maio 2021, 08:00 • Walther Neuhaus
Time dimensions
Acronyms
Sketeches of claim number estimation
Loss Reserving
3 Maio 2021, 08:30 • Walther Neuhaus
Introduction
General insurance contracts
Lines of business
Claim attachment
Stages in the life of a claim
Purpose of valuation
Case estimates