This work focuses on measuring the run-off error with reference to claims reserves evaluation methods applied to simulated run-off matrixes for the claims settlement development. The results from the numerical implementations provide us with useful insights for a rational selection of the statistical-actuarial method for the claims reserve evaluation on an integrated risk management framework.
Run-off error in the outstanding claims reserves evaluation
D'Ortona N;
2014-01-01
Abstract
This work focuses on measuring the run-off error with reference to claims reserves evaluation methods applied to simulated run-off matrixes for the claims settlement development. The results from the numerical implementations provide us with useful insights for a rational selection of the statistical-actuarial method for the claims reserve evaluation on an integrated risk management framework.File in questo prodotto:
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