Loss Reserving

21 março 2014, 10:00 • Walther Neuhaus

Separate estimation of IBNR and RBNS

Diagnostics to check reasonability

Analysis of development / run-off result

Data requirements

 

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Loss Reserving

20 março 2014, 09:00 • Walther Neuhaus

Mack model

Separate estimation of IBNR and RBNS

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Loss Reserving

19 março 2014, 08:30 • Walther Neuhaus

Demonstration of Bühlmann-Straub and Hesselager-Witting models

Exercises

 

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Loss Reserving

18 março 2014, 08:30 • Walther Neuhaus

Credibility theory, Hesselager-Witting

Generalised linear models for loss reserving

 

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Loss Reserving

17 março 2014, 08:30 • Walther Neuhaus

Working through a numerical example

 

Theory:

Credibility theory, general case

Credibility theory, regression case

 

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