Handbook on loss reserving / Michael Radtke, Klaus D. Schmidt, Anja Schnaus, editors.
Radtke, Michael, editor.; Schmidt, Klaus D., 1951- editor.; Schnaus, Anja, editor.
2016
HG8076
Available Online

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Title Handbook on loss reserving / Michael Radtke, Klaus D. Schmidt, Anja Schnaus, editors.
Uniform Title Handbuch zur Schadenreservierung. English
ISBN 9783319300566 (electronic book)
3319300563 (electronic book)
9783319300542
3319300547
Published Switzerland : Springer, 2016.
Language English
Description 1 online resource.
Call Number HG8076
Dewey Decimal Classification 368/.01
Summary This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional methods, it also includes a description of more recent ones and a discussion of certain problems occurring in actuarial practice, like inflation, scarce data, large claims, slow loss development, the use of market statistics, the need for simulation techniques and the task of calculating best estimates and ranges of future losses. In property and casualty insurance the provisions for payment obligations from losses that have occurred but have not yet been settled usually constitute the largest item on the liabilities side of an insurer's balance sheet. For this reason, the determination and evaluation of these loss reserves is of considerable economic importance for every property and casualty insurer. Actuarial students, academics as well as practicing actuaries will benefit from this overview of the most important actuarial methods of loss reserving by developing an understanding of the underlying stochastic models and how to practically solve some problems which may occur in actuarial practice.
Bibliography, etc. Note Includes bibliographical references and indexes.
Access Note Access limited to authorized users.
Source of Description Online resource; title from PDF title page (SpringerLink, viewed November 4, 2016).
Added Author Radtke, Michael, editor.
Schmidt, Klaus D., 1951- editor.
Schnaus, Anja, editor.
Series EAA Series.
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Record Appears in Online Resources > Ebooks
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Additive Method
Aggregation
Bornhuetter-Ferguson Method
Bornhuetter-Ferguson Principle
Cape Cod Method
Chain-Ladder Method (Basics)
Chain-Ladder Method (Models)
Chain-Ladder Method (Prediction Error)
Collective Model
Controlling
Credibility Models (Basics)
Credibility Models (Loss Reserving)
Development Patterns (Basics)
Development Patterns (Estimation)
Expected-Loss Method
Grossing-Up Method
Linear Models (Basics)
Linear Models (Loss Reserving)
Lognormal Loglinear Model (Basics)
Lognormal Loglinear Model (Loss Reserving)
Loss-Development Method
Loss Ratios
Marginal Sum Method
Multinomial Model
Multiplicative Model
Multivariate Methods
Munich Chain-Ladder Method
Paid & Incurred Problem
Panning Method
Poisson Model
Reinsurance
Run-Off Data
Run-Off Triangles
Separation Method
Simulation
Solvency II
Tail Estimation
Volume Measures
Probability Distributions
References
List of Symbols
List of Contributors
Author Index
Subject Index.

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