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Relevant bibliographies by topics / Munich chain ladder

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Academic literature on the topic 'Munich chain ladder'

Author: Grafiati

Published: 4 June 2021

Last updated: 4 February 2022

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Journal articles on the topic "Munich chain ladder"

1

Quarg, Gerhard, and Thomas Mack. "Munich chain ladder." Blätter der DGVFM 26, no. 4 (2004): 597–630. http://dx.doi.org/10.1007/bf02808969.

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Merz, Michael, and Mario Wüthrich. "Modified Munich Chain-Ladder Method." Risks 3, no. 4 (2015): 624–46. http://dx.doi.org/10.3390/risks3040624.

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3

Dina Manolache, Aurora Elena. "Chain claims reserving methods in non-life insurance." Proceedings of the International Conference on Applied Statistics 1, no. 1 (2019): 216–25. http://dx.doi.org/10.2478/icas-2019-0019.

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Abstract Considering that the reliability of reserves valuation directly influences the financial strength of an insurance company, the main aim of this paper is to present a claims reserving estimation for a Romanian non-life insurer based on the most popular chain methods which are typically used in practice for the estimation of outstanding claims reserves in general insurance industry: Standard Chain Ladder and Munich Chain Ladder both on the claims incurred data and claims paid data. The tail development factors have been estimated based on the curve-fitting methods. The obvious advantage

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4

Merz, Michael, and Mario V. Wüthrich. "A credibility approach to the munich chain-ladder method." Blätter der DGVFM 27, no. 4 (2006): 619–28. http://dx.doi.org/10.1007/bf02809220.

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Merz, Michael, and Mario V. Wuthrich. "Modified Munich Chain-Ladder Method." SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2489289.

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Dissertations / Theses on the topic "Munich chain ladder"

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Sundberg, Victor. "Application and Bootstrapping of the Munich Chain Ladder Method." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-182136.

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Point estimates of the Standard Chain Ladder method (CLM) and of the more complex Munich Chain Ladder method (MCL) are compared to real data on 38 different datasets in order to evaluate if MCL produces better predictions on average with a dataset from an arbitrary insurance portfolio. MCL is also examined to determine if the future paid and incurred claims converge as time progresses. A bootstrap model based on MCL (BMCL) is examined in order to evaluate its possibility to estimate the probability density function (PDF) of future claims and observable claim development results (OCDR). The res

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Vild, Jiří. "Technické rezervy v neživotním pojištění." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-19197.

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One of the main and crucial activities of an insurance company is to determine amount of technical reserves to be generated. If the insurance company performs in the non-life insurance branch, it focuses first of all on loss reserve which is generated to settle debts coming from insurance claims. To set the proper amount of this reserve, especially of the reserve on incurred but not reported losses (IBNR), mathematical and statistical methods are used. This thesis introduces one of the most used methods which is the chain ladder method. It presents the first chain ladder deterministic model th

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Elias, Vânia Isabel Ramos. "Reserve risk : an application to ORSA." Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/6309.

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Mestrado em Ciências Actuariais<br>Under Solvency II, insurance undertakings must have, as part of their risk management system, a regular practice of assessing their overall solvency needs with a view to their specific risk profile, known as 'Own Risk and Solvency Assessment' (ORSA). ORSA aims to identify whether the particular risk profile of an undertaking deviates from the assumptions underlying the regulatory capital calculation (i.e. European Standard Formula). In this context, this work aims at estimating the undertaking specific parameters (USP) for reserve risk, for Motor Vehic

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Janáková, Veronika. "Mnichovská metoda chain ladder." Master's thesis, 2011. http://www.nusl.cz/ntk/nusl-297859.

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Title: Munich chain ladder method Author: Bc. Veronika Janáková Department: Department of probability and mathematical statistic Supervisor: Mgr. Martin Pleška Supervisor's e-mail address: martin.pleska@cz.pwc.com Abstract: The insurance company is obliged to create technical reserves to cover the risk from insurance activities. One of the main reserves in non-life insurance is the IBNR reserve - the reserve to cover the damages that already exist, but that have not been reported to the insurance company yet. The content and the general aim of this thesis is to provide a better orientation in

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Book chapters on the topic "Munich chain ladder"

1

Schmidt, Klaus D. "Munich Chain Ladder Method." In EAA Series. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30056-6_27.

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