Loss Reserving: An Actuarial Perspective

Loss Reserving: An Actuarial Perspective

by Gregory Taylor

Paperback(Softcover reprint of the original 1st ed. 2000)

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Product Details

ISBN-13: 9781461370703
Publisher: Springer US
Publication date: 11/02/2012
Series: Huebner International Series on Risk, Insurance and Economic Security , #21
Edition description: Softcover reprint of the original 1st ed. 2000
Pages: 389
Product dimensions: 6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

Preface. Part I: Deterministic Models. 1. Basic Concepts. 2. Claim Counts. 3. Claim Amounts - Simple Models. 4. Claim Amounts - Other Deterministic Models. 5. Combination of Deterministic Estimates of Liability. Part II: Stochastic Models. 6. Stochastic Techniques. 7. Stochastic Chain Ladder. 8. Stochastic Models with a GLM Basis. 9. Credibility Models. 10. Kalman Filter. 11. Bootstrap. 12. Final Estimates of Liability. Appendix A: Notation. Appendix B: Data for Numerical Example. Index.

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